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Optimal state estimation : Kalman, H [infinity] and nonlinear approaches /

by Simon, Dan.
Publisher: Hoboken, N.J. : Wiley-Interscience, c2006Description: xxvi, 526 p. : ill. ; 26 cm.ISBN: 0471708585; 9780471708582.Subject(s): Kalman filtering | Nonlinear systems | Mathematical optimization
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.
Item type Location Call number Copy Status Date due
BOOK BOOK Foothills Lab QA402.3 .S5446 2006 (Browse shelf) 1 Available

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.

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