Kalman filtering : theory and practice using MATLAB

>> Google Books

所蔵情報QRコード

Kalman filtering : theory and practice using MATLAB / Mohinder S. Grewal, Angus P. Andrews

版:

3rd ed

資料種別:

図書

出版情報:

Hoboken, N.J. : Wiley, 2008

形態:

xvi, 575 p. ; 25 cm. + 1 disc

著者名:

ISBN:

9780470173664 [0470173661] (: hbk)

書誌ID:

BA8744993X

子書誌情報

フルテキスト

所蔵情報

他の版・巻

Kalman filtering : theory and practice using MATLAB. 2nd ed (: cloth)
Mohinder S. Grewal, Angus P. Andrews , Wiley , c2001

書誌詳細

注記:

Includes bibliographical references and index
Previous ed.: published in 2001

主題:

Kalman filtering; MATLAB

言語:

英語

目次情報:

Preface

Acknowledgments

List of Abbreviations

General Information / 1：

On Kalman Filtering / 1.1：

On Optimal Estimation Methods / 1.2：

On the Notation Used In This Book / 1.3：

Summary / 1.4：

Problems

Linear Dynamic Systems / 2：

Chapter Focus / 2.1：

Dynamic System Models / 2.2：

Continuous Linear Systems and Their Solutions / 2.3：

Discrete Linear Systems and Their Solutions / 2.4：

Observability of Linear Dynamic System Models / 2.5：

Random Processes and Stochastic Systems / 2.6：

Probability and Random Variables (RVs) / 3.1：

Statistical Properties of RVs / 3.3：

Statistical Properties of Random Processes (RPs) / 3.4：

Linear RP Models / 3.5：

Shaping Filters and State Augmentation / 3.6：

Mean and Covariance Propagation / 3.7：

Relationships Between Model Parameters / 3.8：

Orthogonality Principle / 3.9：

Linear Optimal Filters and Predictors / 3.10：

Kalman Filter / 4.1：

Kalman-Bucy Filter / 4.3：

Optimal Linear Predictors / 4.4：

Correlated Noise Sources / 4.5：

Relationships Between Kalman-Bucy and Wiener Filters / 4.6：

Quadratic Loss Functions / 4.7：

Matrix Riccati Differential Equation / 4.8：

Matrix Riccati Equation In Discrete Time / 4.9：

Model Equations for Transformed State Variables / 4.10：

Application of Kalman Filters / 4.11：

Optimal Smoothers / 4.12：

Fixed-Interval Smoothing / 5.1：

Fixed-Lag Smoothing / 5.3：

Fixed-Point Smoothing / 5.4：

Implementation Methods / 5.5：

Computer Roundoff / 6.1：

Effects of Roundoff Errors on Kalman Filters / 6.3：

Factorization Methods for Square-Root Filtering / 6.4：

Square-Root and UD Filters / 6.5：

Other Implementation Methods / 6.6：

Nonlinear Filtering / 6.7：

Quasilinear Filtering / 7.1：

Sampling Methods for Nonlinear Filtering / 7.3：

Practical Considerations / 7.4：

Detecting and Correcting Anomalous Behavior / 8.1：

Prefiltering and Data Rejection Methods / 8.3：

Stability of Kalman Filters / 8.4：

Suboptimal and Reduced-Order Filters / 8.5：

Schmidt-Kalman Filtering / 8.6：

Memory, Throughput, and Wordlength Requirements / 8.7：

Ways to Reduce Computational Requirements / 8.8：

Error Budgets and Sensitivity Analysis / 8.9：

Optimizing Measurement Selection Policies / 8.10：

Innovations Analysis / 8.11：

Applications to Navigation / 8.12：

Host Vehicle Dynamics / 9.1：

Inertial Navigation Systems (INS) / 9.3：

Global Navigation Satellite Systems (GNSS) / 9.4：

Kalman Filters for GNSS / 9.5：

Loosely Coupled GNSS/INS Integration / 9.6：

Tightly Coupled GNSS/INS Integration / 9.7：

MATLAB Software / 9.8：

Notice / A.1：

General System Requirements / A.2：

CD Directory Structure / A.3：

MATLAB Software for Chapter 2 / A.4：

MATLAB Software for Chapter 3 / A.5：

MATLAB Software for Chapter 4 / A.6：

MATLAB Software for Chapter 5 / A.7：

MATLAB Software for Chapter 6 / A.8：

MATLAB Software for Chapter 7 / A.9：

MATLAB Software for Chapter 8 / A.10：

MATLAB Software for Chapter 9 / A.11：

Other Sources of Software / A.12：

A Matrix Refresher / Appendix B：

Matrix Forms / B.1：

Matrix Operations / B.2：

Block Matrix Formulas / B.3：

Functions of Square Matrices / B.4：

Norms / B.5：

Cholesky Decomposition / B.6：

Orthogonal Decompositions of Matrices / B.7：

Quadratic Forms / B.8：

Derivatives of Matrices / B.9：

Bibliography

Index

Preface

Acknowledgments

List of Abbreviations

General Information / 1：

On Kalman Filtering / 1.1：

On Optimal Estimation Methods / 1.2：

続きを見る

ブックレビュー

類似資料:

1 図書 Kalman filtering : theory and practice using MATLAB (: cloth) Grewal, Mohinder S., Andrews, Angus P. Wiley	7 図書 Kalman filtering theory (pbk.) Balakrishnan, A. V. Optimization Software, Inc., Publications Division
2 電子ブック Kalman filtering : theory and practice using MATLAB (: electronic bk) Grewal, Mohinder S., Andrews, Angus P. Wiley Online Library Online Books, John Wiley & Sons, Inc.	8 図書 Mathematics of Kalman-Bucy filtering (: U.S. ; : Germany) Ruymgaart, P. A. (Peter Arnold), 1925-, Soong, T. T. Springer-Verlag
3 電子ブック Kalman Filtering Grewal, Mohinder S., Andrews, Angus P. Wiley Online Library - AutoHoldings Books, Wiley-IEEE Press	9 図書 Mathematics of Kalman-Bucy filtering (: gw ; : us) Ruymgaart, P. A. (Peter Arnold), 1925-, Soong, T. T. Springer-Verlag
4 電子ブック Global Positioning Systems, Inertial Navigation, and Integration, Second Edition Grewal, Mohinder S., Andrews, Angus P., Weill, Lawrence R., Weill, Lawrence Randolph O'Reilly Online Learning: Academic/Public Library Edition, John Wiley & Sons, Inc.	10 図書 Mathematical system theory : the influence of R.E. Kalman : a festschrift in honor of professor R.E. Kalman on the occasion of his 60th birthday (: gw ; : us) Antoulas, Athanasios Cōnstantinos, 1950-, Kalman, R. E. (Rudolf Emil), 1930- Springer-Verlag
5 電子ブック Advanced digital imaging laboratory using MATLAB (electronic bk) I︠A︡roslavskiĭ, L. P. (Leonid Pinkhusovich) IOP	11 図書 Contemporary communication systems using MATLAB (: pbk) Proakis, John G., Salehi, Masoud, Bauch, Gerhard Cengage Learning
6 図書 Computer-based exercises for signal processing using MATLAB Burrus, C. S. Prentice-Hall	12 図書 Electronics and circuit analysis using MATLAB Attia, John Okyere CRC Press