Abstract
Although the importance of Kalman filtering in engineering applications is well known, its mathematical theory and implications are not well understood even among many applied mathematicians and engineers. The main objective of this treatise is to present a thorough discussion of the mathematical theory, computational algorithms, and application to real-time problems of the Kalman filter.
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© 1987 Springer-Verlag Berlin Heidelberg
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Chui, C.K., Chen, G. (1987). Preliminaries. In: Kalman Filtering with Real-Time Applications. Springer Series in Information Sciences, vol 17. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-02508-6_1
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DOI: https://doi.org/10.1007/978-3-662-02508-6_1
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-662-02510-9
Online ISBN: 978-3-662-02508-6
eBook Packages: Springer Book Archive