A Kalman Filter Primer

• Author(s): Randall L. Eubank,
• Publisher: CRC Press
• Pages: 200
• ISBN_10: 1420028677
  ISBN_13: 9781420028676
  
• Language: en
• Categories: Mathematics / Probability & Statistics / General , Technology & Engineering / Electrical , Technology & Engineering / Environmental / General , Technology & Engineering / Telecommunications ,

Description:... System state estimation in the presence of noise is critical for control systems, signal processing, and many other applications in a variety of fields. Developed decades ago, the Kalman filter remains an important, powerful tool for estimating the variables in a system in the presence of noise. However, when inundated with theory and vast notation