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Author: Michael Athans Publisher: ISBN: Category : Kalman filtering Languages : en Pages : 35
Book Description
The purpose of this report is to examine the properties of Kalman-Bucy filters, especially in the case of mismatching, i.e., when the nominal parameters used in the realization of the Kalman-Bucy filter are different from the actual plant parameters. In such cases, the mismatched filters give rise to bias and RMS errors. By making tests upon signals that appear in the filter, e.g., the residuals, one can detect the existence of mismatching. Hence, by knowing the properties of both matched and mismatched filters, one can then attempt to correct the estimates of the mismatched filters by on-line signal processing. (Author).
Author: Michael Athans Publisher: ISBN: Category : Kalman filtering Languages : en Pages : 35
Book Description
The purpose of this report is to examine the properties of Kalman-Bucy filters, especially in the case of mismatching, i.e., when the nominal parameters used in the realization of the Kalman-Bucy filter are different from the actual plant parameters. In such cases, the mismatched filters give rise to bias and RMS errors. By making tests upon signals that appear in the filter, e.g., the residuals, one can detect the existence of mismatching. Hence, by knowing the properties of both matched and mismatched filters, one can then attempt to correct the estimates of the mismatched filters by on-line signal processing. (Author).
Author: Ginalber Luiz Serra Publisher: BoD – Books on Demand ISBN: 9535138278 Category : Mathematics Languages : en Pages : 315
Book Description
This book presents recent issues on theory and practice of Kalman filters, with a comprehensive treatment of a selected number of concepts, techniques, and advanced applications. From an interdisciplinary point of view, the contents from each chapter bring together an international scientific community to discuss the state of the art on Kalman filter-based methodologies for adaptive/distributed filtering, optimal estimation, dynamic prediction, nonstationarity, robot navigation, global navigation satellite systems, moving object tracking, optical communication systems, and active power filters, among others. The theoretical and methodological foundations combined with extensive experimental explanation make this book a reference suitable for students, practicing engineers, and researchers in sciences and engineering.
Author: Badong Chen Publisher: Springer Nature ISBN: 3031337646 Category : Technology & Engineering Languages : en Pages : 304
Book Description
This book provides several efficient Kalman filters (linear or nonlinear) under information theoretic criteria. They achieve excellent performance in complicated non-Gaussian noises with low computation complexity and have great practical application potential. The book combines all these perspectives and results in a single resource for students and practitioners in relevant application fields. Each chapter starts with a brief review of fundamentals, presents the material focused on the most important properties and evaluates comparatively the models discussing free parameters and their effect on the results. Proofs are provided at the end of each chapter. The book is geared to senior undergraduates with a basic understanding of linear algebra, signal processing and statistics, as well as graduate students or practitioners with experience in Kalman filtering.
Author: Charles K. Chui Publisher: Springer Science & Business Media ISBN: 3540878483 Category : Business & Economics Languages : en Pages : 241
Book Description
This book 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 and an indirect method.
Author: Narayan Kovvali Publisher: Springer Nature ISBN: 3031025369 Category : Technology & Engineering Languages : en Pages : 71
Book Description
The Kalman filter is the Bayesian optimum solution to the problem of sequentially estimating the states of a dynamical system in which the state evolution and measurement processes are both linear and Gaussian. Given the ubiquity of such systems, the Kalman filter finds use in a variety of applications, e.g., target tracking, guidance and navigation, and communications systems. The purpose of this book is to present a brief introduction to Kalman filtering. The theoretical framework of the Kalman filter is first presented, followed by examples showing its use in practical applications. Extensions of the method to nonlinear problems and distributed applications are discussed. A software implementation of the algorithm in the MATLAB programming language is provided, as well as MATLAB code for several example applications discussed in the manuscript.
Author: Robert Grover Brown Publisher: ISBN: Category : Mathematics Languages : en Pages : 522
Book Description
Focuses on applied Kalman filtering and its random signal analysis. Important to all control system and communication engineers, it emphasizes applications, computer software and associated sets of special computer problems to aid in tying together both theory and practice. Along with actual case studies, a diskette is included to enable readers to actually see how Kalman filtering works.
Author: S. M. Bozic Publisher: Courier Dover Publications ISBN: 0486817350 Category : Technology & Engineering Languages : en Pages : 179
Book Description
The first half of this concise introductory treatment focuses on digital filtering and the second on filtering noisy data to extract a signal. The text includes worked examples and problems with solutions. 1994 edition.
Author: Geir Evensen Publisher: Springer Science & Business Media ISBN: 3540383018 Category : Science Languages : en Pages : 285
Book Description
This book reviews popular data-assimilation methods, such as weak and strong constraint variational methods, ensemble filters and smoothers. The author shows how different methods can be derived from a common theoretical basis, as well as how they differ or are related to each other, and which properties characterize them, using several examples. Readers will appreciate the included introductory material and detailed derivations in the text, and a supplemental web site.
Author: Michael Athans
Author: Michael Athans
Author: Ginalber Luiz Serra
Author: Badong Chen
Author: Charles K. Chui
Author: Mohinder S. Grewal
Author: Narayan Kovvali
Author: Robert Grover Brown
Author: Lincoln Laboratory
Author: S. M. Bozic
Author: Geir Evensen