Advanced Kalman Filtering, Least-Squares and Modeling by Bruc... - 9780470529706

Advanced Kalman Filtering, Least-Squares and ModelingA Practical Handbook\nAuthor(s): Bruce P. Gibbs\nFormat: Hardback\nPublisher: John Wiley & Sons Inc, United States\nImprint: John Wiley & Sons Inc\nISBN-13: 9780470529706, 978-0470529706\nSynopsis\nThis book is intended primarily as a handbook for engineers who must design practical systems. Its primarygoal is to discuss model development in sufficient detail so that the reader may design an estimator that meets all application requirements and is robust to modeling assumptions. Since it is sometimes difficult to a priori determine the best model structure, use of exploratory data analysis to define model structure is discussed. Methods for deciding on the best model are also presented. A second goal is to present little known extensions of least squares estimation or Kalman filtering that provide guidance on model structure and parameters, or make the estimator more robust to changes in real-world behavior. A third goal]