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Kalman Filtering: with Real-Time Applications (Springer Series in Information Sciences)

Charles K. Chui, Guanrong Chen




[PDF.lr95] Kalman Filtering: with Real-Time Applications (Springer Series in Information Sciences)

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 | #5672903 in Books |  Springer |  1998-12-11 | Original language:English | PDF # 1 |  9.50 x6.25 x.75l,.0 | File type: PDF | 229 pages

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||8 of 8 people found the following review helpful.| Good but you will need to be good with Linear Algebra/Matrices|By Isaac M.M.|At first glance, I wouldn't say this book is for beginners since it is not aimed to "give an idea" of "how it works" or generalities like that. After a short review of Matrices and Probabilities (join distributions), it goes directly to the math formulation of the filter.

Of course, a beginn| |To summarize, the authors have succeeded in bringing together the mathematical theory and the needs of practitioners. The newly added chapters, in particular the one on wavelets, give the book a proper finish. For a book of this size, it leaves little to be de

Kalman Filtering with Real-Time Applications presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. The filtering algorithms are derived via different approaches, including a direct method consisting of a series of elementary steps, and an indirect method based on innovation projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invar...

You easily download any file type for your device.Kalman Filtering: with Real-Time Applications (Springer Series in Information Sciences)   |  Charles K. Chui, Guanrong Chen. A good, fresh read, highly recommended.

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