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Advanced Kalman Filtering, Least-Squares and Modeling: A Practical Handbook

ISBN: 978-0-470-52970-6
Hardcover
632 pages
March 2011
List Price: US $183.00
Government Price: US $122.20
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Advanced Kalman Filtering, Least-Squares and Modeling: A Practical Handbook (0470529709) cover image
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  • Discusses model development in sufficient detail so that the reader may design an estimator that meets all application requirements and is robust to modeling assumptions.
  • Presents methods for deciding on the "best" model
  • Presents little known extensions of least squares estimation or Kalman filtering that provide guidance on model structure and parameters
  • Discusses implementation issues that make the estimator more accurate or efficient, or that make it flexible so that model alternatives can be easily compared.
  • Provides a subroutine library that simplifies implementation, and flexible general purpose high-level drivers that allow both easy analysis of alternative models and access to extensions of the basic filtering
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