Optimal state estimation : Kalman, H [infinity] and nonlinear approaches /
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, N.J. :
Wiley-Interscience,
c2006.
|
| Subjects: |
Table of Contents:
- Introductory material: Linear systems theory ; Probability theory ; Least squares estimation ; Propagation of states and covariances
- The Kalman filter: the discrete-time Kalman filter ; Alternate Kalman filter formulations ; Kalman filter generalizations ; The continuous-time Kalman filter ; Optimal smoothing ; Additional topics in Kalman filtering
- The H [infinity] filter ; Additional topics in H [infinity] filtering
- Nonlinear Kalman filtering ; The unscented Kalman filter ; The particle filter.