Fundamentals of Kalman filtering : a practical approach
Kalman filtering
2. ed.
2005
XXV, 765 S.
Ill., graph. Darst.
Numerical basics -- Method of least squares -- Recursive least-quares filtering -- Polynomial Kalman filters -- Kalman filters in a nonpolynomial world -- Continuous polynomial Kalman filter -- Extended Kalman filtering -- Drag and falling object -- Cannon-launched projectile tracking problem -- Tracking a sine wave -- Satellite navigation -- Biases -- Linearized Kalman filtering -- Miscellaneous topics -- Fading-memory filter -- Assorted techniques for improving Kalman-filter performance -- Fundamentals of Kalman-filtering software -- Key formula and concept summary. - Includes bibliographical references and index. - Previous ed.: 2000
Book
English
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