Kalman Filtering: Theory and Application
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Kalman Filtering is a mathematical method used for estimating the state of a dynamic system from a series of noisy measurements. It operates recursively, updating estimates in real-time by predicting the system's state and correcting it with new measurements. The filter assumes a linear system with Gaussian noise, where the state transition and measurement models are known. Its two main phases are prediction (projecting the current state forward) and update (adjusting the projection based on new data). Applications of Kalman Filtering are vast, spanning various fields. In engineering, it is cr...
Kalman Filtering is a mathematical method used for estimating the state of a dynamic system from a series of noisy measurements. It operates recursively, updating estimates in real-time by predicting the system's state and correcting it with new measurements. The filter assumes a linear system with Gaussian noise, where the state transition and measurement models are known. Its two main phases are prediction (projecting the current state forward) and update (adjusting the projection based on new data). Applications of Kalman Filtering are vast, spanning various fields. In engineering, it is crucial for navigation systems like GPS and inertial navigation in aircraft and spacecraft. In finance, it helps in the estimation of market trends and portfolio management. In robotics it is used for sensor fusion, allowing robots to navigate and interact with their environment accurately. Its versatility and efficiency make it a fundamental tool in modern estimation and control theory. This book brings forth some of the most innovative concepts and elucidates the unexplored aspects of Kalman Filtering. The various studies that are constantly contributing towards advancing technologies and evolution of this field are examined here in detail. The extensive content of this book provides the readers with a thorough understanding of the subject.
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