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A Kalman filter primer by Eubank, Randall L., 1952- instant download

  • SKU: EBN-238454642
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4.8

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Instant download (eBook) A Kalman filter primer after payment.
Authors:Eubank, Randall L., 1952-
Pages:updating ...
Year:2006
Publisher:Boca Raton : Chapman & Hall/CRC
Language:english
File Size:5.11 MB
Format:pdf
Categories: Ebooks

Product desciption

A Kalman filter primer by Eubank, Randall L., 1952- instant download

186 pages : 18 cm, \"With its mathematically rigorous, \"no frills\" approach to the basic discrete-time Kalman filter, A Kalman Filter Primer builds a thorough understanding of the inner workings and basic concepts of Kalman filter recursions from first principles. Instead of the typical Bayesian perspective, the author develops the topic via least-squares and classical matrix methods using the Cholesky decomposition to distill the essence of the Kalman filter and reveal the motivations behind the choice of the initializing state vector. He supplies pseudo-code algorithms for the various recursions, enabling code development to implement the filter in practice.\"--BOOK JACKET, Includes bibliographical references (p. 183-184) and index
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