Preliminaries

  • Charles K. Chui
  • Guanrong Chen
Part of the Springer Series in Information Sciences book series (SSINF, volume 17)

Abstract

The importance of Kalman filtering in engineering applications is well known, and its mathematical theory has been rigorously established. The main objective of this treatise is to present a thorough discussion of the mathematical theory, computational algorithms, and application to real-time tracking problems of the Kalman filter.

Keywords

Covariance Black Ball Nite Veri 

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Copyright information

© Springer-Verlag Berlin Heidelberg 1999

Authors and Affiliations

  • Charles K. Chui
    • 1
  • Guanrong Chen
    • 2
  1. 1.Department of Mathematics, and Department of Electrical EngineeringTexas A&M UniversityCollege StationUSA
  2. 2.Department of Electrical and Computer EngineeringUniversity of HoustonHoustonUSA

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