A Kalman Filter Primer (Statistics, Textbooks and Monographs) by Eubank PB..

Name: A Kalman Filter Primer (Statistics, Textbooks and Monographs) by Eubank PB..
Brand: CRC Press

CRC Press

A Kalman Filter PrimerAuthor(s): Randall L. Eubank\nFormat: Paperback\nPublisher: Taylor & Francis Ltd, United Kingdom\nImprint: Chapman & Hall/CRC\nISBN-13: 9780367391690, 978-0367391690\nSynopsis\nSystem state estimation in the presence of noise is critical for control systems, signal processing, and many other applications in a variety of fields. Developed decades ago, the Kalman filter remains an important, powerful tool for estimating the variables in a system in the presence of noise. However, when inundated with theory and vast notations, learning just how the Kalman filter works can be a daunting task.\n\nWith its mathematically rigorous, no frills approach to the basic discrete-time Kalman filter, A Kalman Filter Primer builds a thorough understanding of the inner workings and basic concepts of Kalman filter recursions from first principles. Instead of the typical Bayesian perspective, the author develops the topic via least-squares and classical matrix methods using.