A Kalman Filter Primer: 1st Edition (e-Book) book cover

A Kalman Filter Primer

1st Edition

By Randall L. Eubank

Chapman and Hall/CRC

200 pages

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Hardback: 9780824723651
pub: 2005-11-29
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eBook (VitalSource) : 9780429117596
pub: 2005-11-29
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System 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 notation

Table of Contents

Signal-Plus-Noise Models. The Fundamental Covariance Structure. Recursions for L and L−1. Forward Recursions. Smoothing. Initialization. Normal Priors. A General State-Space Model. Appendix A: The Cholesky Decomposition. Appendix B: Notation Guide.

Subject Categories

BISAC Subject Codes/Headings:
MATHEMATICS / Probability & Statistics / General