Kalman filtering : (Record no. 42546)

000 -LEADER
fixed length control field 06900nam a2200553 i 4500
001 - CONTROL NUMBER
control field 7022514
003 - CONTROL NUMBER IDENTIFIER
control field IEEE
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20191218152125.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr |n|||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 151222s2014 njua ob 001 eng d
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
Canceled/invalid LC control number 2008003733 (print)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781118984987
Qualifying information electronic
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9781118851210
Qualifying information print
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9780470173664
Qualifying information paper
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 0470173661
Qualifying information paper
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1002/9781118984987
Source of number or code doi
035 ## - SYSTEM CONTROL NUMBER
System control number (CaBNVSL)mat07022514
035 ## - SYSTEM CONTROL NUMBER
System control number (IDAMS)0b0000648290955d
040 ## - CATALOGING SOURCE
Original cataloging agency CaBNVSL
Language of cataloging eng
Description conventions rda
Transcribing agency CaBNVSL
Modifying agency CaBNVSL
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA402.3
Item number .G695 2008eb
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 629.8/312
Edition number 22
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Grewal, Mohinder S.,
Relator term author.
245 10 - TITLE STATEMENT
Title Kalman filtering :
Remainder of title theory and practice using MATLAB /
Statement of responsibility, etc. Mohinder S. Grewal, Angus P. Andrews.
250 ## - EDITION STATEMENT
Edition statement 3rd ed.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Hoboken, New Jersey :
Name of producer, publisher, distributor, manufacturer Wiley,
Date of production, publication, distribution, manufacture, or copyright notice c2008.
264 #2 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture [Piscataqay, New Jersey] :
Name of producer, publisher, distributor, manufacturer IEEE Xplore,
Date of production, publication, distribution, manufacture, or copyright notice [2014]
300 ## - PHYSICAL DESCRIPTION
Extent 1 PDF (xvi, 575 pages) :
Other physical details illustrations.
336 ## - CONTENT TYPE
Content type term text
Source rdacontent
337 ## - MEDIA TYPE
Media type term electronic
Source isbdmedia
338 ## - CARRIER TYPE
Carrier type term online resource
Source rdacarrier
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographical references (p. 549-564) and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Preface to the Fourth Edition ix -- Acknowledgements xiii -- List of Abbreviations xv -- 1 Introduction 1 -- 1.1 Chapter Focus 1 -- 1.2 On Kalman Filtering 1 -- 1.3 On Optimal Estimation Methods 6 -- 1.4 Common Notation 28 -- 1.5 Summary 30 -- Problems 31 -- References 34 -- 2 Linear Dynamic Systems 37 -- 2.1 Chapter Focus 37 -- 2.2 Deterministic Dynamic System Models 42 -- 2.3 Continuous Linear Systems and their Solutions 47 -- 2.4 Discrete Linear Systems and their Solutions 59 -- 2.5 Observability of Linear Dynamic System Models 61 -- 2.6 Summary 66 -- Problems 69 -- References 71 -- 3 Probability and Expectancy 73 -- 3.1 Chapter Focus 73 -- 3.2 Foundations of Probability Theory 74 -- 3.3 Expectancy 79 -- 3.4 Least-Mean-Square Estimate (LMSE) 87 -- 3.5 Transformations of Variates 93 -- 3.6 The Matrix Trace in Statistics 102 -- 3.7 Summary 106 -- Problems 107 -- References 110 -- 4 Random Processes 111 -- 4.1 Chapter Focus 111 -- 4.2 Random Variables Processes and Sequences 112 -- 4.3 Statistical Properties 114 -- 4.4 Linear Random Process Models 124 -- 4.5 Shaping Filters (SF) and State Augmentation 131 -- 4.6 Mean and Covariance Propagation 135 -- 4.7 Relationships Between Model Parameters 145 -- 4.8 Orthogonality Principle 153 -- 4.9 Summary 157 -- Problems 159 -- References 167 -- 5 Linear Optimal Filters and Predictors 169 -- 5.1 Chapter Focus 169 -- 5.2 Kalman Filter 172 -- 5.3 Kalman-Bucy Filter 197 -- 5.4 Optimal Linear Predictors 200 -- 5.5 Correlated Noise Sources 200 -- 5.6 Relationships Between Kalman and Wiener Filters 201 -- 5.7 Quadratic Loss Functions 202 -- 5.8 Matrix Riccati Differential Equation 204 -- 5.9 Matrix Riccati Equation in Discrete Time 219 -- 5.10 Model Equations for Transformed State Variables 223 -- 5.11 Sample Applications 224 -- 5.12 Summary 228 -- Problems 232 -- References 235 -- 6 Optimal Smoothers 239 -- 6.1 Chapter Focus 239 -- 6.2 Fixed-Interval Smoothing 244 -- 6.3 Fixed-Lag Smoothing 256 -- 6.4 Fixed-Point Smoothing 268.
505 8# - FORMATTED CONTENTS NOTE
Formatted contents note 6.5 Summary 275 -- Problems 276 -- References 278 -- 7 Implementation Methods 281 -- 7.1 Chapter Focus 281 -- 7.2 Computer Roundoff 283 -- 7.3 Effects of Roundoff Errors on Kalman Filters 288 -- 7.4 Factorization Methods for (3z(BSquare-Root(3y(B Filtering 294 -- 7.5 (3z(BSquare-Root(3y(B and UD Filters 318 -- 7.6 SigmaRho Filtering 330 -- 7.7 Other Implementation Methods 346 -- 7.8 Summary 358 -- Problems 360 -- References 363 -- 8 Nonlinear Approximations 367 -- 8.1 Chapter Focus 367 -- 8.2 The Affine Kalman Filter 370 -- 8.3 Linear Approximations of Nonlinear Models 372 -- 8.4 Sample-and-Propagate Methods 398 -- 8.5 Unscented Kalman Filters (UKF) 404 -- 8.6 Truly Nonlinear Estimation 417 -- 8.7 Summary 419 -- Problems 420 -- References 423 -- 9 Practical Considerations 427 -- 9.1 Chapter Focus 427 -- 9.2 Diagnostic Statistics and Heuristics 428 -- 9.3 Prefiltering and Data Rejection Methods 457 -- 9.4 Stability of Kalman Filters 460 -- 9.5 Suboptimal and Reduced-Order Filters 461 -- 9.6 Schmidt-Kalman Filtering 471 -- 9.7 Memory Throughput and Wordlength Requirements 478 -- 9.8 Ways to Reduce Computational Requirements 486 -- 9.9 Error Budgets and Sensitivity Analysis 491 -- 9.10 Optimizing Measurement Selection Policies 495 -- 9.11 Summary 501 -- Problems 501 -- References 502 -- 10 Applications to Navigation 503 -- 10.1 Chapter Focus 503 -- 10.2 Navigation Overview 504 -- 10.3 Global Navigation Satellite Systems (GNSS) 510 -- 10.4 Inertial Navigation Systems (INS) 544 -- 10.5 GNSS/INS Integration 578 -- 10.6 Summary 588 -- Problems 590 -- References 591 -- Appendix A Software 593 -- A.1 Appendix Focus 593 -- A.2 Chapter 1 Software 594 -- A.3 Chapter 2 Software 594 -- A.4 Chapter 3 Software 595 -- A.5 Chapter 4 Software 595 -- A.6 Chapter 5 Software 596 -- A.7 Chapter 6 Software 596 -- A.8 Chapter 7 Software 597 -- A.9 Chapter 8 Software 598 -- A.10 Chapter 9 Software 599 -- A.11 Chapter 10 Software 599 -- A.12 Other Software Sources 601 -- References 603 -- Index 605.
506 1# - RESTRICTIONS ON ACCESS NOTE
Terms governing access Restricted to subscribers or individual electronic text purchasers.
520 ## - SUMMARY, ETC.
Summary, etc. The definitive textbook and professional reference on Kalman Filtering - fully updated, revised, and expandedThis 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 MATLABª, 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.
530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE
Additional physical form available note Also available in print.
538 ## - SYSTEM DETAILS NOTE
System details note Mode of access: World Wide Web
588 ## - SOURCE OF DESCRIPTION NOTE
Source of description note Description based on PDF viewed 12/22/2015.
630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE
Uniform title MATLAB.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Kalman filtering.
655 #0 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
655 #7 - INDEX TERM--GENRE/FORM
Genre/form data or focus term CD-ROM.
Source of term swd
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Andrews, Angus P.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element IEEE Xplore (Online Service),
Relator term distributor.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element Wiley,
Relator term publisher.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Print version:
International Standard Book Number 9781118851210
856 42 - ELECTRONIC LOCATION AND ACCESS
Materials specified Abstract with links to resource
Uniform Resource Identifier https://ieeexplore.ieee.org/xpl/bkabstractplus.jsp?bkn=7022514

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