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简介:Grewal (California State U. at Fullerton) and Andrews, retired from the Rockwell Science Center, explain the theoretical and practical aspects of Kalman filtering through practice and real world examples, and in this edition include important developments in applications of filtering over the past several years, including adaptations for nonlinear filtering, more robust methods of assessment, and new applications in navigation. They cover linear dynamics systems, random processes and stochastic systems, linear filters and predictors, optimal smoothers, implementation methods, nonlinear filtering, practical considerations, and applications, and include an appendix on matrices. The authors provide all necessary software, making this a text suitable for first year graduate courses on common filtering theory and application, or in a basic course in digital estimation theory and application. This is so well-written it can be used as a self-study guide. Annotation 漏2008 Book News, Inc., Portland, OR (booknews.com)