Optimal state estimation : Kalman, H [infinity] and nonlinear approaches / Dan Simon.
Hoboken, N.J. : Wiley-Interscience, c2006Description: xxvi, 526 p. : ill. ; 26 cmContent type:- text
- unmediated
- volume
- 0471708585
- 9780471708582
- QA402.3 .S5446 2006
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|
BOOK | NCAR Library Foothills Lab | QA402.3 .S5446 2006 | 1 | Available | 50583010336240 |
On t.p. "[infinity]" appears as the infinity symbol.
Includes bibliographical references (p. 501-520) and index.
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.