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. The book thoroughly studies the development of modern smoothing algorithms and methods for determining initial states, along with a comprehensive development of the “diffuse” Kalman filter.
Using a tiered presentation that builds on simple discussions to more complex and thorough treatments, A Kalman Filter Primer is the perfect introduction to quickly and effectively using the Kalman filter in practice.
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Descripción Hardback. Condición: New. New copy - Usually dispatched within 4 working days. The Kalman filter is an important tool for estimating the variables in a system in the presence of noise. This title offers a fundamental understanding of how the Kalman filter actually works, which builds confidence for those employing the filter in their research and writing code to implement it in practice. Nº de ref. del artículo: B9780824723651
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