Cover image for Optimal state estimation : Kalman, H [infinity] and nonlinear approaches
Optimal state estimation : Kalman, H [infinity] and nonlinear approaches
Title:
Optimal state estimation : Kalman, H [infinity] and nonlinear approaches
Author:
Simon, Dan, 1960-
ISBN:
9780471708582
Personal Author:
Publication Information:
Hoboken, N.J. : Wiley-Interscience, c2006.
Physical Description:
xxvi, 526 p. : ill. ; 26 cm.
General Note:
On t.p. "[infinity]" appears as the infinity symbol.
Contents:
Linear systems theory -- Probability theory -- Least squares estimation -- Propagation of states and covariances -- The discrete-time Kalman filter -- Alternate Kalman filter formulations -- Kalman filter generalizations -- The continuous-time Kalman filter -- Optimal smoothing -- Additional topics in Kalman filtering -- The H[infinity] filter -- Additional topics in H[infinity] filtering -- Nonlinear Kalman filtering -- The unscented Kalman filter -- The particle filter.
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