200 Pages
by
Chapman & Hall
198 Pages
13 B/W Illustrations
by
Chapman & Hall
200 Pages
by
Chapman & Hall
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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 notations, learning just how the Kalman filter works can... Read more
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.
Biography
Eubank, Randall L.
