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Title Details:
Kalman filters
Authors: Asimakis, Nikolas
Subject: MATHEMATICS AND COMPUTER SCIENCE > COMPUTER SCIENCE > ALGORITHMS AND COMPLEXITY
ENGINEERING AND TECHNOLOGY > TECHNOLOGICAL SCIENCES AND ENGINEERING > TELECOMMUNICATIONS ENGINEERING AND TECHNOLOGY > SIGNAL PROCESSING
Keywords:
Signal processing
Estimation
Prediction
Kalman filter
State space
Steady state
Riccati equation
Lyapunov equation
Description:
Abstract:
Kalman filters have been used and are used successfully in a wide range of applications, such as aeronautics, telecommunication systems design, energy systems and image processing. The book deals with Kalman filters and includes the necessary material for understanding and programming Kalman filters. It is addressed to undergraduate and graduate students and is a useful tool for the study of problems related to Kalman filters. It can also be used by researchers, lifelong learners and working graduates who update and apply their knowledge. The structure of the book is the following: Optimal Control Theory, Linear Kalman Filter, Riccati and Lyapunov equations solution algorithms, Information Kalman Filter, special Riccati equation, Kalman filter gain elimination, calculation burden of Kalman filters, calculation burden of Riccati and Lyapunov equations solution algorithms, examples of Kalman filters application, parallel implementation of Kalman filter, linear model extension and Extended Kalman Filter. Each chapter includes theory, exercises, summary, bibliography and Evaluation tests. In the book special emphasis is given to Kalman filters programming using software that has been established in the scientific community: Matlab commercial software and Octave free open source software. Due to the fact that this is an e-book, special emphasis is given to the multimedia elements that include the recorded summaries at the end of each chapter and the interactivity elements that include the evaluation tests in each chapter. Finally, special interactive software has been designed for three applications: Kalman filter, the faster Kalman filter and the optimal distributed Kalman filter.
Linguistic Editors: Maniati, Eleni
Asimakis, Nikolas
Graphic Editors: Katsanos, Ioannis
Type: Monograph
Creation Date: 2022
Item Details:
ISBN 978-618-85850-7-2
License: Attribution - NonCommercial - ShareAlike 4.0 International (CC BY-NC-SA 4.0)
DOI http://dx.doi.org/10.57713/kallipos-39
Handle http://hdl.handle.net/11419/8416
Bibliographic Reference: Asimakis, N. (2022). Kalman filters [Monograph]. Kallipos, Open Academic Editions. https://dx.doi.org/10.57713/kallipos-39
Language: Greek
Consists of:
1. Optimal Control Theory
2. Linear Kalman Filter
3. Riccati equation solution algorithms
4. Lyapunov equation solution algorithms
5. Information Kalman filter
6. Special Riccati equation
7. Kalman filter gain elimination
8. Calculation burden of Kalman filters
9. Calculation burden of Riccati equation solution algorithms
10. Calculation burden of Lyapunov equation solution algorithms
11. Examples of Kalman filters’ application
12. Parallel implementation of Kalman filter
13. Linear model extension
14. Extended Kalman Filter
15. Appendices
16. Indexes
Additional Material
Publication Origin: Kallipos, Open Academic Editions