Kalman filtering : theory and practice using MATLAB
Gespeichert in:
| Autor*in: |
Grewal, Mohinder S. - 1940- [verfasserIn] Andrews, Angus P. [verfasserIn] |
|---|
| Format: |
Buch |
|---|---|
| Sprache: |
Englisch |
| Erschienen: |
New York, NY Weinheim u.a.: Wiley ; 2001 |
|---|---|
| Ausgabe: |
2nd. ed. |
| Schlagwörter: | |
|---|---|
| Schlagwörter: |
| Systematik: |
|
|---|
| Anmerkung: |
Includes index. - Bibliography. - Previous ed.: 1993 |
|---|---|
| Umfang: |
XIII, 401 S. ; graph. Darst. ; 25 cm ; 1 Diskette (9 cm) |
| Weitere Ausgabe: |
Digitalisierte Ausg. Grewal, Mohinder S.: Kalman filtering - New York, NY [u.a.] : Wiley-Interscience, 2001 Online-Ausg. u.d.T.: Kalman filtering - New York, NY : Wiley, 2001 |
|---|
| Reihe: |
A Wiley-Interscience publication |
|---|
| Links: |
Inhaltsverzeichnis |
|---|---|
| ISBN: |
0-471-39254-5 |
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Grewal, Mohinder S. Kalman filtering 2. ed. New York, NY [u.a.] : Wiley-Interscience, 2001 Online-Ressource (Text + Images) (DE-627)482969431 0471266388 9780471266389 Online-Ausg. u.d.T. Kalman filtering 2. ed. 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00043689 0471392545 UK 0471392545 : £57.50, DM 195.00 0-471-39254-5 9780471392545 (DE-627)324090536 (DE-576)091000084 (DE-599)GBV324090536 (OCoLC)248555115 (OCoLC)45735334 (OCoLC)44681722 (AT-OBV)AC03219975 DE-627 ger DE-627 rakwb eng XD-US XA-GB XA-DE QA402.3 003.5 519.54 003/.5 SK 820 rvk (DE-625)rvk/143258: SK 880 rvk (DE-625)rvk/143266: ZI 9080 rvk (DE-625)rvk/156701: ZQ 5085 rvk (DE-625)rvk/158114: 31.70 bkl 53.71 bkl Grewal, Mohinder S. 1940- verfasserin (DE-588)13274807X (DE-627)526871318 (DE-576)171568273 aut Kalman filtering theory and practice using MATLAB Mohinder S. Grewal ; Angus P. Andrews 2nd. ed. : £57.50 : CIP entry (Feb.) New York, NY Weinheim [u.a.] Wiley 2001 XIII, 401 S. graph. Darst. 25 cm 1 Diskette (9 cm) Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier A Wiley-Interscience publication Includes index. - Bibliography. - Previous ed.: 1993 Archivierung/Langzeitarchivierung gewährleistet PEBW DE-31 XA-DE-BW pdager DE-25 Archivierung prüfen 20240324 DE-4165 3 pdager Kalman filtering MATLAB s (DE-588)4130759-8 (DE-627)105700096 (DE-576)209621710 Kalman-Filter gnd DE-101 s (DE-588)4130759-8 (DE-627)105700096 (DE-576)209621710 Kalman-Filter gnd s (DE-588)4121729-9 (DE-627)105767441 (DE-576)209545674 Stochastik gnd s (DE-588)4054945-8 (DE-627)106160338 (DE-576)209111429 Signaltheorie gnd (DE-627) s (DE-588)4181260-8 (DE-627)105319546 (DE-576)210003677 Signalanalyse gnd s (DE-588)4154388-9 (DE-627)105523828 (DE-576)209810831 Filter Mathematik gnd s (DE-588)4055382-6 (DE-627)106158368 (DE-576)209113626 Software gnd (DE-627) Andrews, Angus P. verfasserin (DE-588)1065633785 (DE-627)816267480 (DE-576)425315800 aut Digitalisierte Ausg. Grewal, Mohinder S. Kalman filtering 2. ed. New York, NY [u.a.] : Wiley-Interscience, 2001 Online-Ressource (Text + Images) (DE-627)482969431 0471266388 9780471266389 Online-Ausg. u.d.T. Kalman filtering 2. ed. 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00043689 0471392545 UK 0471392545 : £57.50, DM 195.00 0-471-39254-5 9780471392545 (DE-627)324090536 (DE-576)091000084 (DE-599)GBV324090536 (OCoLC)248555115 (OCoLC)45735334 (OCoLC)44681722 (AT-OBV)AC03219975 DE-627 ger DE-627 rakwb eng XD-US XA-GB XA-DE QA402.3 003.5 519.54 003/.5 SK 820 rvk (DE-625)rvk/143258: SK 880 rvk (DE-625)rvk/143266: ZI 9080 rvk (DE-625)rvk/156701: ZQ 5085 rvk (DE-625)rvk/158114: 31.70 bkl 53.71 bkl Grewal, Mohinder S. 1940- verfasserin (DE-588)13274807X (DE-627)526871318 (DE-576)171568273 aut Kalman filtering theory and practice using MATLAB Mohinder S. Grewal ; Angus P. Andrews 2nd. ed. : £57.50 : CIP entry (Feb.) New York, NY Weinheim [u.a.] Wiley 2001 XIII, 401 S. graph. Darst. 25 cm 1 Diskette (9 cm) Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier A Wiley-Interscience publication Includes index. - Bibliography. - Previous ed.: 1993 Archivierung/Langzeitarchivierung gewährleistet PEBW DE-31 XA-DE-BW pdager DE-25 Archivierung prüfen 20240324 DE-4165 3 pdager Kalman filtering MATLAB s (DE-588)4130759-8 (DE-627)105700096 (DE-576)209621710 Kalman-Filter gnd DE-101 s (DE-588)4130759-8 (DE-627)105700096 (DE-576)209621710 Kalman-Filter gnd s (DE-588)4121729-9 (DE-627)105767441 (DE-576)209545674 Stochastik gnd s (DE-588)4054945-8 (DE-627)106160338 (DE-576)209111429 Signaltheorie gnd (DE-627) s (DE-588)4181260-8 (DE-627)105319546 (DE-576)210003677 Signalanalyse gnd s (DE-588)4154388-9 (DE-627)105523828 (DE-576)209810831 Filter Mathematik gnd s (DE-588)4055382-6 (DE-627)106158368 (DE-576)209113626 Software gnd (DE-627) Andrews, Angus P. verfasserin (DE-588)1065633785 (DE-627)816267480 (DE-576)425315800 aut Digitalisierte Ausg. Grewal, Mohinder S. Kalman filtering 2. ed. New York, NY [u.a.] : Wiley-Interscience, 2001 Online-Ressource (Text + Images) (DE-627)482969431 0471266388 9780471266389 Online-Ausg. u.d.T. Kalman filtering 2. ed. 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Elektrische Informationstechnik (IEI38)</subfield><subfield code="y">ni038</subfield><subfield code="z">14-07-09</subfield></datafield><datafield tag="980" ind1=" " ind2=" "><subfield code="2">32</subfield><subfield code="1">01</subfield><subfield code="x">3400</subfield><subfield code="b">474697878</subfield><subfield code="c">00</subfield><subfield code="f">67</subfield><subfield code="d">AUT ZQ 5085 G841(2)</subfield><subfield code="e">u</subfield><subfield code="j">--%%--</subfield><subfield code="y">k</subfield><subfield code="z">28-10-02</subfield></datafield><datafield tag="980" ind1=" " ind2=" "><subfield code="2">70</subfield><subfield code="1">01</subfield><subfield code="x">0089</subfield><subfield code="b">478211309</subfield><subfield code="c">00</subfield><subfield code="f">Haus2</subfield><subfield code="d">T 01 B 3248</subfield><subfield code="e">b</subfield><subfield code="j">--%%--</subfield><subfield code="y">z</subfield><subfield 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code="1">02</subfield><subfield code="x">3100</subfield><subfield code="b">515078581</subfield><subfield code="c">00</subfield><subfield code="f">FH</subfield><subfield code="d">2001.06173:2</subfield><subfield code="e">u</subfield><subfield code="j">--%%--</subfield><subfield code="y">k</subfield><subfield code="z">06-09-01</subfield></datafield><datafield tag="980" ind1=" " ind2=" "><subfield code="2">175</subfield><subfield code="1">01</subfield><subfield code="x">3285</subfield><subfield code="b">865734828</subfield><subfield code="c">00</subfield><subfield code="f">--%%--</subfield><subfield code="d">08/63</subfield><subfield code="e">i</subfield><subfield code="j">--%%--</subfield><subfield code="h">o</subfield><subfield code="y">z</subfield><subfield code="z">16-04-08</subfield></datafield><datafield tag="980" ind1=" " ind2=" "><subfield code="2">207</subfield><subfield code="1">01</subfield><subfield code="x">3207</subfield><subfield code="b">587600691</subfield><subfield code="c">00</subfield><subfield code="f">--%%--</subfield><subfield code="d">ZQ 5085 G841(2)</subfield><subfield code="e">u</subfield><subfield code="j">--%%--</subfield><subfield code="y">z</subfield><subfield code="z">29-01-03</subfield></datafield><datafield tag="980" ind1=" " ind2=" "><subfield code="2">231</subfield><subfield code="1">01</subfield><subfield code="x">0527/0001</subfield><subfield code="b">869882015</subfield><subfield code="c">00</subfield><subfield code="f">LS1</subfield><subfield code="d">ETS 320 0021-01</subfield><subfield code="e">u</subfield><subfield code="j">--%%--</subfield><subfield code="k">Buch</subfield><subfield code="y">z</subfield><subfield code="z">23-04-08</subfield></datafield><datafield tag="980" ind1=" " ind2=" "><subfield code="2">231</subfield><subfield code="1">02</subfield><subfield code="x">0527/0001</subfield><subfield code="b">869882023</subfield><subfield code="c">00</subfield><subfield code="f">LS1</subfield><subfield code="d">ETS 320 0021-02</subfield><subfield code="e">u</subfield><subfield code="j">--%%--</subfield><subfield code="k">Diskette</subfield><subfield code="y">z</subfield><subfield code="z">23-04-08</subfield></datafield><datafield tag="980" ind1=" " ind2=" "><subfield code="2">264</subfield><subfield code="1">01</subfield><subfield code="x">3264</subfield><subfield code="b">761281142</subfield><subfield code="c">00</subfield><subfield code="f">--%%--</subfield><subfield code="d">6f16,2</subfield><subfield code="e">u</subfield><subfield code="j">--%%--</subfield><subfield code="y">z</subfield><subfield code="z">07-04-06</subfield></datafield><datafield tag="980" ind1=" " ind2=" "><subfield code="2">370</subfield><subfield code="1">02</subfield><subfield code="x">4370</subfield><subfield code="b">547648979</subfield><subfield code="c">00</subfield><subfield code="f">OG</subfield><subfield code="d">ZI 9080 006 (2)</subfield><subfield code="e">u</subfield><subfield code="j">--%%--</subfield><subfield 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| series2 |
A Wiley-Interscience publication |
| standort_iln_str_mv |
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misc QA402.3 ddc 003.5 ddc 519.54 ddc 003/.5 rvk SK 820 rvk SK 880 rvk ZI 9080 rvk ZQ 5085 bkl 31.70 bkl 53.71 misc Kalman filtering misc MATLAB gnd Kalman-Filter gnd Stochastik gnd Signaltheorie gnd Signalanalyse gnd Filter gnd Software 175 Wahrscheinlichkeitsrechnung 175 Zustandsraummodell 175 Lehrmaterial 175 Kalman Filter Model |
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Kalman Filtering: Theory and Practice Using MATLAB Second Edition MOHINDER S. GREWAL California State University at Fullerton ANGUS P. ANDREWS Rockwell Science Center A Wiley-Interscience Publication John Wiley & Sons, Inc. NEW YORK • CHICHESTER • WEINHEIM • BRISBANE • SINGAPORE • TORONTO Contents PREFACE ACKNOWLEDGMENTS … General Information … On Kalman Filtering On Estimation Methods On the Notation Used in This Book Summary Problems ix xiii … Linear Dynamic Systems … Chapter Focus Dynamic Systems Continuous Linear Systems and Their Solutions Discrete Linear Systems and Their Solutions Observability of Linear Dynamic System Models Procedures for Computing Matrix Exponentials Summary Problems Random Processes and Stochastic Systems … Chapter Focus Probability and Random Variables Statistical Properties of Random Variables Vi CONTENTS … Statistical Properties of Random Processes Linear System Models of Random Processes and Sequences Shaping Filters and State Augmentation Covariance Propagation Equations Orthogonality Principle Summary Problems … Linear Optimal Filters and Predictors … Chapter Focus … Kalman Filter … Kalman-Bucy Filter … Optimal Linear Predictors … Correlated Noise Sources … Relationships between Kalman and Wiener Filters … Quadratic Loss Functions … Matrix Riccati Differential Equation … Matrix Riccati Equation in Discrete Time … Relationships between Continuous and Discrete Riccati Equations … Model Equations for Transformed State Variables … Application of Kalman Filters … Smoothers … Summary Problems … Nonlinear Applications … Chapter Focus Problem Statement Linearization Methods Linearization about a Nominal Trajectory Linearization about the Estimated Trajectory Discrete Linearized and Extended Filtering Discrete Extended Kalman Filter Continuous Linearized and Extended Filters Biased Errors in Quadratic Measurements Application of Nonlinear Filters Summary Problems Implementation Methods … Chapter Focus Computer Roundoff Effects of Roundoff Errors on Kalman Filters Factorization Methods for Kalman Filtering CONTENTS … VU Square-Root and UD Filters Other Alternative Implementation Methods Summary Problems … Practical Considerations … A.I A. … A. … A. … A. … A. … A. … A. … A. … Chapter Focus Detecting and Correcting Anomalous Behavior Prefiltering and Data Rejection Methods Stability of Kalman Filters Suboptimal and Reduced-Order Filters Schmidt-Kalman Filtering Memory, Throughput, and Wordlength Requirements Ways to Reduce Computational Requirements Error Budgets and Sensitivity Analysis Optimizing Measurement Selection Policies Application to Aided Inertial Navigation Summary Problems Appendix A … MATLAB Software … Notice General System Requirements Diskette Directory Structure MATLAB Software for Chapter MATLAB Software for Chapter MATLAB Software for Chapter MATLAB Software for Chapter MATLAB Software for Chapter Other Sources of Software … Appendix B A Matrix Refresher B.I B. … B. … B. … B. … B. … B. … B. … B. … Matrix Forms Matrix Operations Block Matrix Formulas Functions of Square Matrices Norms Cholesky Decomposition Orthogonal Decompositions of Matrices Quadratic Forms Derivatives of Matrices … |
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6.899832 |