for Kindle Fire, Apple, Android, Nook, Kobo, PC, Mac, BlackBerry ...

New to eBooks.com?

Learn more

A Kalman Filter Primer

A Kalman Filter Primer by Randall L. Eubank
Add to cart
US$ 43.95
(If any tax is payable it will be calculated and shown at checkout.)
Signal-Plus-Noise Models
Introduction
The Prediction Problem
State-Space Models
What Lies Ahead
The Fundamental Covariance Structure
Introduction
Some Tools of the Trade
State and Innovation Covariances
An Example
Recursions for L and L−1
Introduction
Recursions for L
Recursions for L−1
An Example
Forward Recursions
Introduction
Computing the Innovations
State and Signal Prediction
Other Options
Examples
Smoothing
Introduction
Fixed Interval Smoothing
Examples
Initialization
Introduction
Diffuseness
Diffuseness and Least-Squares Estimation
An Example
Normal Priors
Introduction
Likelihood Evaluation
Diffuseness
Parameter Estimation
An Example
A General State-Space Model
Introduction
KF Recursions
Estimation of β
Likelihood Evaluation
Appendix A: The Cholesky Decomposition
Appendix B: Notation Guide
References
Index
CRC Press; November 2005
199 pages; ISBN 9781420028676
Read online, or download in secure PDF format
Title: A Kalman Filter Primer
Author: Randall L. Eubank
 
Buy, download and read A Kalman Filter Primer (eBook) by Randall L. Eubank today!