Fundamentals of Kalman filtering : a practical approach / Paul Zarchan, Howard Musoff.

Format:

Book

Author/Creator:

Zarchan, Paul, author.

Musoff, Howard, author.

Contributor:

American Institute of Aeronautics and Astronautics.

Series:

Progress in astronautics and aeronautics ; Volume 246.

Progress in Astronautics and Aeronautics ; Volume 246

Language:

English

Subjects (All):

Kalman filtering.

Control theory.

Aeronautics--Statistical methods.

Aeronautics.

Physical Description:

1 online resource (878 pages) : illustrations.

Edition:

Fourth edition.

Place of Publication:

Reston, Virginia : American Institute of Aeronautics and Astronautics, Inc., 2015.

Summary:

Fundamentals of Kalman Filtering, Fourth Edition is a practical guide to building Kalman filters that shows how the filtering equations can be applied to real-life problems. Numerous examples are presented in detail, showing the many ways in which Kalman filters can be designed. For this edition, source code listings appearing in the text have been converted from FORTRAN to MATLAB(R). In addition, both FORTRAN and MATLAB® source code are available electronically for all of the examples so that the interested reader can verify concepts and explore issues beyond the scope of the text. In certain instances, the authors intentionally introduce mistakes to the initial filter designs to show the reader what happens when the filter is not working properly. The text carefully sets up a problem before the Kalman filter is actually formulated, to give the reader an intuitive feel for the problem being addressed. Because real problems are seldom presented as differential equations, and usually do not have unique solutions, the authors illustrate several different filtering approaches. Readers will gain experience in software and performance tradeoffs for determining the best filtering approach. The fourth edition features four new chapters presenting the following techniques: the State Dependent Ricatti Equation Filter (SDRE), the Unscented Kalman Filter (UKF), the Interactive Multiple Model (IMM) Filter Bank, and the Cramer-Rao lower bound (CRLB), for finding the best that a filter can perform. Book jacket.

Contents:

Intro

00_Zarchan_FM

01_Zarchan_Ch01

02_Zarchan_Ch02

03_Zarchan_Ch03

04_Zarchan_Ch04

05_Zarchan_Ch05

06_Zarchan_Ch06

07_Zarchan_Ch07

08_Zarchan_Ch08

09_Zarchan_Ch09

10_Zarchan_Ch10

11_Zarchan_Ch11

12_Zarchan_Ch12

13_Zarchan_Ch13

14_Zarchan_Ch14

15_Zarchan_Ch15

16_Zarchan_Ch16

17_Zarchan_Ch17

18_Zarchan_Ch18

19_Zarchan_Ch19

20_Zarchan_Ch20

21_Zarchan_Ch21

22_Zarchan_Appendix

23_Zarchan_Index

24_Zarchan_SM.

Notes:

Includes bibliographical references at the end of each chapters and index.

Description based on online resource; title from PDF title page (ebrary, viewed October 19, 2017).

ISBN:

1-62410-277-8

1-5231-0078-8

OCLC:

1004990842