Robust Kalman Filtering for Signals and Systems with Large Uncertainties

ISBN-13: 9780817640897 / Angielski / Twarda / 1999 / 200 str.

Ian Richard Petersen; Ian Petersen; Andrey Savkin

Opis

The Kalman Filter gives an optimal estimate of the state of the given process based on output measurements. The aim of this text is to cover the theory of robust state estimation for the case in which the process model contains significant uncertainties and non-linearities.