Advanced Kalman Filtering, Least-Squares and Modeling

Advanced Kalman Filtering, Least-Squares and Modeling
Author :
Publisher : John Wiley & Sons
Total Pages : 559
Release :
ISBN-10 : 9781118003169
ISBN-13 : 1118003160
Rating : 4/5 (160 Downloads)

Book Synopsis Advanced Kalman Filtering, Least-Squares and Modeling by : Bruce P. Gibbs

Download or read book Advanced Kalman Filtering, Least-Squares and Modeling written by Bruce P. Gibbs and published by John Wiley & Sons. This book was released on 2011-03-29 with total page 559 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended primarily as a handbook for engineers who must design practical systems. Its primary goal is to discuss model development in sufficient detail so that the reader may design an estimator that meets all application requirements and is robust to modeling assumptions. Since it is sometimes difficult to a priori determine the best model structure, use of exploratory data analysis to define model structure is discussed. Methods for deciding on the “best” model are also presented. A second goal is to present little known extensions of least squares estimation or Kalman filtering that provide guidance on model structure and parameters, or make the estimator more robust to changes in real-world behavior. A third goal is discussion of implementation issues that make the estimator more accurate or efficient, or that make it flexible so that model alternatives can be easily compared. The fourth goal is to provide the designer/analyst with guidance in evaluating estimator performance and in determining/correcting problems. The final goal is to provide a subroutine library that simplifies implementation, and flexible general purpose high-level drivers that allow both easy analysis of alternative models and access to extensions of the basic filtering. Supplemental materials and up-to-date errata are downloadable at http://booksupport.wiley.com.


Advanced Kalman Filtering, Least-Squares and Modeling Related Books

Advanced Kalman Filtering, Least-Squares and Modeling
Language: en
Pages: 559
Authors: Bruce P. Gibbs
Categories: Technology & Engineering
Type: BOOK - Published: 2011-03-29 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

This book is intended primarily as a handbook for engineers who must design practical systems. Its primary goal is to discuss model development in sufficient de
The Kalman Filter in Finance
Language: en
Pages: 181
Authors: C. Wells
Categories: Business & Economics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example.
Tracking and Kalman Filtering Made Easy
Language: en
Pages: 512
Authors: Eli Brookner
Categories: Technology & Engineering
Type: BOOK - Published: 1998 - Publisher: Wiley-Interscience

DOWNLOAD EBOOK

TRACKING, PREDICTION, AND SMOOTHING BASICS. g and g-h-k Filters. Kalman Filter. Practical Issues for Radar Tracking. LEAST-SQUARES FILTERING, VOLTAGE PROCESSING
Kalman Filtering
Language: en
Pages: 640
Authors: Mohinder S. Grewal
Categories: Technology & Engineering
Type: BOOK - Published: 2015-02-02 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

The definitive textbook and professional reference on Kalman Filtering – fully updated, revised, and expanded This book contains the latest developments in th
Fundamentals of Kalman Filtering
Language: en
Pages: 0
Authors: Paul Zarchan
Categories: Aeronautics
Type: BOOK - Published: 2009 - Publisher: AIAA (American Institute of Aeronautics & Astronautics)

DOWNLOAD EBOOK

Numerical basics -- Method of least squares -- Recursive least-squares filtering -- Polynomial Kalman filters -- Kalman filters in a nonpolynomial world -- Cont