Introduction to Optimal Estimation / Advanced Textbooks in Control and Signal Processing (PDF)
(Sprache: Englisch)
This book, developed from a set of lecture notes by Professor Kamen, and since expanded and refined by both authors, is an introductory yet comprehensive study of its field. It contains examples that use MATLAB® and many of the problems discussed require...
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This book, developed from a set of lecture notes by Professor Kamen, and since expanded and refined by both authors, is an introductory yet comprehensive study of its field. It contains examples that use MATLAB® and many of the problems discussed require the use of MATLAB®. The primary objective is to provide students with an extensive coverage of Wiener and Kalman filtering along with the development of least squares estimation, maximum likelihood estimation and a posteriori estimation, based on discrete-time measurements. In the study of these estimation techniques there is strong emphasis on how they interrelate and fit together to form a systematic development of optimal estimation. Also included in the text is a chapter on nonlinear filtering, focusing on the extended Kalman filter and a recently-developed nonlinear estimator based on a block-form version of the Levenberg-Marquadt Algorithm.
Bibliographische Angaben
- Autoren: Edward W. Kamen , Jonathan K. Su
- 2012, 1999, 380 Seiten, Englisch
- Verlag: Springer, London
- ISBN-10: 144710417X
- ISBN-13: 9781447104179
- Erscheinungsdatum: 06.12.2012
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- Grösse: 38 MB
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Englisch
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