Optimal state estimation : Kalman, H [infinity] and nonlinear approaches / Dan Simon.
"A bottom-up approach that enables readers to master and apply the latest techniques in state estimation This book offers the best mathematical approaches to estimating the state of a general system. The author presents state estimation theory clearly and rigorously, providing the right amount...
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Contributor biographical information Publisher description |
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| Format: | Book |
| Language: | English |
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Hoboken, N.J. :
Wiley-Interscience,
©2006.
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Table of Contents:
- Linear systems theory
- Probability theory
- Least squares estimation
- Propagation of states and covariances
- 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.