Tracking and Kalman Filtering Made Easy

Tracking and Kalman Filtering Made Easy
Author: Eli Brookner
Publisher: Wiley-Interscience
Total Pages: 512
Release: 1998
Genre: Technology & Engineering
ISBN:

TRACKING, PREDICTION, AND SMOOTHING BASICS. g and g-h-k Filters. Kalman Filter. Practical Issues for Radar Tracking. LEAST-SQUARES FILTERING, VOLTAGE PROCESSING, ADAPTIVE ARRAY PROCESSING, AND EXTENDED KALMAN FILTER. Least-Squares and Minimum-Variance Estimates for Linear Time-Invariant Systems. Fixed-Memory Polynomial Filter. Expanding- Memory (Growing-Memory) Polynomial Filters. Fading-Memory (Discounted Least-Squares) Filter. General Form for Linear Time-Invariant System. General Recursive Minimum-Variance Growing-Memory Filter (Bayes and Kalman Filters without Target Process Noise). Voltage Least-Squares Algorithms Revisited. Givens Orthonormal Transformation. Householder Orthonormal Transformation. Gram--Schmidt Orthonormal Transformation. More on Voltage-Processing Techniques. Linear Time-Variant System. Nonlinear Observation Scheme and Dynamic Model (Extended Kalman Filter). Bayes Algorithm with Iterative Differential Correction for Nonlinear Systems. Kalman Filter Revisited. Appendix. Problems. Symbols and Acronyms. Solution to Selected Problems. References. Index.

Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises and Solutions

Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises and Solutions
Author: Robert Grover Brown
Publisher: Wiley-Liss
Total Pages: 504
Release: 1997
Genre: Computers
ISBN:

In this updated edition the main thrust is on applied Kalman filtering. Chapters 1-3 provide a minimal background in random process theory and the response of linear systems to random inputs. The following chapter is devoted to Wiener filtering and the remainder of the text deals with various facets of Kalman filtering with emphasis on applications. Starred problems at the end of each chapter are computer exercises. The authors believe that programming the equations and analyzing the results of specific examples is the best way to obtain the insight that is essential in engineering work.

Kalman Filtering

Kalman Filtering
Author: Mohinder S. Grewal
Publisher: John Wiley & Sons
Total Pages: 639
Release: 2015-02-02
Genre: Technology & Engineering
ISBN: 111898496X

The definitive textbook and professional reference on Kalman Filtering – fully updated, revised, and expanded This book contains the latest developments in the implementation and application of Kalman filtering. Authors Grewal and Andrews draw upon their decades of experience to offer an in-depth examination of the subtleties, common pitfalls, and limitations of estimation theory as it applies to real-world situations. They present many illustrative examples including adaptations for nonlinear filtering, global navigation satellite systems, the error modeling of gyros and accelerometers, inertial navigation systems, and freeway traffic control. Kalman Filtering: Theory and Practice Using MATLAB, Fourth Edition is an ideal textbook in advanced undergraduate and beginning graduate courses in stochastic processes and Kalman filtering. It is also appropriate for self-instruction or review by practicing engineers and scientists who want to learn more about this important topic.

Estimation with Applications to Tracking and Navigation

Estimation with Applications to Tracking and Navigation
Author: Yaakov Bar-Shalom
Publisher: John Wiley & Sons
Total Pages: 583
Release: 2004-04-05
Genre: Technology & Engineering
ISBN: 0471465216

Expert coverage of the design and implementation of state estimation algorithms for tracking and navigation Estimation with Applications to Tracking and Navigation treats the estimation of various quantities from inherently inaccurate remote observations. It explains state estimator design using a balanced combination of linear systems, probability, and statistics. The authors provide a review of the necessary background mathematical techniques and offer an overview of the basic concepts in estimation. They then provide detailed treatments of all the major issues in estimation with a focus on applying these techniques to real systems. Other features include: * Problems that apply theoretical material to real-world applications * In-depth coverage of the Interacting Multiple Model (IMM) estimator * Companion DynaEst(TM) software for MATLAB(TM) implementation of Kalman filters and IMM estimators * Design guidelines for tracking filters Suitable for graduate engineering students and engineers working in remote sensors and tracking, Estimation with Applications to Tracking and Navigation provides expert coverage of this important area.

Introduction and Implementations of the Kalman Filter

Introduction and Implementations of the Kalman Filter
Author: Felix Govaers
Publisher: BoD – Books on Demand
Total Pages: 130
Release: 2019-05-22
Genre: Computers
ISBN: 1838805362

Sensor data fusion is the process of combining error-prone, heterogeneous, incomplete, and ambiguous data to gather a higher level of situational awareness. In principle, all living creatures are fusing information from their complementary senses to coordinate their actions and to detect and localize danger. In sensor data fusion, this process is transferred to electronic systems, which rely on some "awareness" of what is happening in certain areas of interest. By means of probability theory and statistics, it is possible to model the relationship between the state space and the sensor data. The number of ingredients of the resulting Kalman filter is limited, but its applications are not.

Neural information processing [electronic resource]

Neural information processing [electronic resource]
Author: Nikil R. Pal
Publisher: Springer Science & Business Media
Total Pages: 1397
Release: 2004-11-18
Genre: Computers
ISBN: 3540239316

Annotation This book constitutes the refereed proceedings of the 11th International Conference on Neural Information Processing, ICONIP 2004, held in Calcutta, India in November 2004. The 186 revised papers presented together with 24 invited contributions were carefully reviewed and selected from 470 submissions. The papers are organized in topical sections on computational neuroscience, complex-valued neural networks, self-organizing maps, evolutionary computation, control systems, cognitive science, adaptive intelligent systems, biometrics, brain-like computing, learning algorithms, novel neural architectures, image processing, pattern recognition, neuroinformatics, fuzzy systems, neuro-fuzzy systems, hybrid systems, feature analysis, independent component analysis, ant colony, neural network hardware, robotics, signal processing, support vector machine, time series prediction, and bioinformatics.

Kalman Filter for Beginners

Kalman Filter for Beginners
Author: Pʻir-yŏng Kim
Publisher: Createspace Independent Publishing Platform
Total Pages: 0
Release: 2011
Genre: Kalman filtering
ISBN: 9781463648350

Dwarfs your fear towards complicated mathematical derivations and proofs. Experience Kalman filter with hands-on examples to grasp the essence. A book long awaited by anyone who could not dare to put their first step into Kalman filter. The author presents Kalman filter and other useful filters without complicated mathematical derivation and proof but with hands-on examples in MATLAB that will guide you step-by-step. The book starts with recursive filter and basics of Kalman filter, and gradually expands to application for nonlinear systems through extended and unscented Kalman filters. Also, some topics on frequency analysis including complementary filter are covered. Each chapter is balanced with theoretical background for absolute beginners and practical MATLAB examples to experience the principles explained. Once grabbing the book, you will notice it is not fearful but even enjoyable to learn Kalman filter.

Bayesian Filtering and Smoothing

Bayesian Filtering and Smoothing
Author: Simo Särkkä
Publisher: Cambridge University Press
Total Pages: 255
Release: 2013-09-05
Genre: Computers
ISBN: 110703065X

A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.

Kalman Filter

Kalman Filter
Author: Víctor M. Moreno
Publisher: BoD – Books on Demand
Total Pages: 608
Release: 2009-04-01
Genre: Computers
ISBN: 9533070005

The aim of this book is to provide an overview of recent developments in Kalman filter theory and their applications in engineering and scientific fields. The book is divided into 24 chapters and organized in five blocks corresponding to recent advances in Kalman filtering theory, applications in medical and biological sciences, tracking and positioning systems, electrical engineering and, finally, industrial processes and communication networks.

Fundamentals of Kalman Filtering

Fundamentals of Kalman Filtering
Author: Paul Zarchan
Publisher: AIAA (American Institute of Aeronautics & Astronautics)
Total Pages: 0
Release: 2009
Genre: Aeronautics
ISBN: 9781600867187

Numerical basics -- Method of least squares -- Recursive least-squares filtering -- Polynomial Kalman filters -- Kalman filters in a nonpolynomial world -- Continuous polynomial Kalman filter -- Extended Kalman filtering -- Drag and falling object -- Cannon-launched projectile tracking problem -- Tracking a sine wave -- Satellite navigation -- Biases -- Linearized Kalman filtering -- Miscellaneous topics -- Fading-memory filter -- Assorted techniques for improving Kalman-filter performance -- Fixed-memory filters -- Chain-rule and least-squares filtering -- Filter bank approach to tracking a sine wave -- Appendix A: Fundamentals of Kalman-filtering software -- Appendix B: Key formula and concept summary