Kalman filtering: with real-time applications by Charles K. Chui, Guanrong Chen

Kalman filtering: with real-time applications



Download Kalman filtering: with real-time applications




Kalman filtering: with real-time applications Charles K. Chui, Guanrong Chen ebook
ISBN: 3540878483, 9783540878483
Page: 239
Format: djvu
Publisher: Springer


Publisher: Springer Page Count: 240. (9780387004259, 0387004254) Kenneth Lange Springer 1999. For example the Kalman filters have been used extensively in applications such as tracking missiles. As you implied, there are uses for real-time data, but it is not the be-all/end-all that some companies seem to think it is. Kalman filtering: with real-time applications. The thought being that with the fast pace of the web and everything changing all the time getting real-time data is mandatory to being able to take advantage of all that the web has to offer from its ability to cough up so much . Kalman filtering: with real-time applications [4th ed. GO Kalman filtering: with real-time applications. Chui, Guanrong Chen Type: eBook. For example, highly automated agile manufacturing, command, control and communications, and distributed real-time multimedia applications all operate over long lifetimes and in highly non-deterministic environments. In the case of Gaussian noise and linear dynamics ( also known as Dynamical Linear Models or DLM) well known Kalman Filter gives a method to update state of a system in real time as a new observation arrives. The proposed estimation processes are based on the state observer (Kalman filtering) theory and the dynamic response of a vehicle instrumented with standard sensors. Backward smoothing is considered an optimal post-processing procedure. The more complex ones are real-time analytics-feedback loops (for example, guidance systems that use Kalman filters). Note that here the state of the system is different from what is observed. Language: English Released: 2008. For optimal data fusion, the Kalman filter (KF) is often used for real-time applications. For a long time, the least-squares (LS) estimation problem in linear stochastic systems from measurements perturbed by additive noises has received considerable attention in the scientific community due to its wide applicability in many practical As in the Kalman filter, independent white noises are considered in all the mentioned papers; however, this assumption may not be realistic and can be a limitation in many real-world problems in which noise correlation may be present. GO Kalman Filtering With Real-Time Applications Author: NO Type: eBook. Language: English Released: 2010.

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