| Estimation, Control, and the Discrete Kalman Filter Softcover Repri Edition Contributor(s): Catlin, Donald E. (Author) |
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ISBN: 1461288649 ISBN-13: 9781461288640 Publisher: Springer OUR PRICE: $161.49 Product Type: Paperback - Other Formats Published: September 2011 |
| Additional Information |
| BISAC Categories: - Technology & Engineering | Robotics - Mathematics | Applied - Technology & Engineering | Automation |
| Dewey: 629.831 |
| Series: Applied Mathematical Sciences |
| Physical Information: 0.62" H x 6.14" W x 9.21" (0.93 lbs) 276 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: In 1960, R. E. Kalman published his celebrated paper on recursive min- imum variance estimation in dynamical systems 14]. This paper, which introduced an algorithm that has since been known as the discrete Kalman filter, produced a virtual revolution in the field of systems engineering. Today, Kalman filters are used in such diverse areas as navigation, guid- ance, oil drilling, water and air quality, and geodetic surveys. In addition, Kalman's work led to a multitude of books and papers on minimum vari- ance estimation in dynamical systems, including one by Kalman and Bucy on continuous time systems 15]. Most of this work was done outside of the mathematics and statistics communities and, in the spirit of true academic parochialism, was, with a few notable exceptions, ignored by them. This text is my effort toward closing that chasm. For mathematics students, the Kalman filtering theorem is a beautiful illustration of functional analysis in action; Hilbert spaces being used to solve an extremely important problem in applied mathematics. For statistics students, the Kalman filter is a vivid example of Bayesian statistics in action. The present text grew out of a series of graduate courses given by me in the past decade. Most of these courses were given at the University of Mas- sachusetts at Amherst. |