Kalman Filtering Under Information Theoretic Criteria

  • CategoryOther
  • TypeE-Books
  • LanguageEnglish
  • Total size55.4 MB
  • Uploaded Byfreecoursewb
  • Downloads19
  • Last checkedAug. 29th '23
  • Date uploadedAug. 28th '23
  • Seeders 7
  • Leechers5

Infohash : 3EC5EA923069660A58255425001E7EFE18ABA170

Kalman Filtering Under Information Theoretic Criteria



https://CourseWikia.com

English | 2023 | ISBN: 3031337638 | 304 pages | True PDF,EPUB | 55.42 MB

This book provides several efficient Kalman filters (linear or nonlinear) under information theoretic criteria. They achieve excellent performance in complicated non-Gaussian noises with low computation complexity and have great practical application potential. The book combines all these perspectives and results in a single resource for students and practitioners in relevant application fields. Each chapter starts with a brief review of fundamentals, presents the material focused on the most important properties and evaluates comparatively the models discussing free parameters and their effect on the results. Proofs are provided at the end of each chapter. The book is geared to senior undergraduates with a basic understanding of linear algebra, signal processing and statistics, as well as graduate students or practitioners with experience in Kalman filtering.

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