Mathematics of Kalman-Bucy Filtering

Tsu T. Soong

ISBN 10: 3540187812 / ISBN 13: 9783540187813

Edité par Springer Berlin Heidelberg, Springer Berlin Heidelberg Apr 1988, 1988

A propos de cet article

Neuware -The second edition has not deviated significantly from the first. The printing of this edition, however, has allowed us to make a number of corrections which escaped our scrutiny at the time of the first printing, and to generally improve and tighten our presentation of the material. Many of these changes were suggested to us by colleagues and readers and their kindness in doing so is greatly appreciated. Delft, The Netherlands and P. A. Ruymgaart Buffalo, New York, December, 1987 T. T. Soong Preface to the First Edition Since their introduction in the mid 1950s, the filtering techniques developed by Kalman, and by Kalman and Bucy have been widely known and widely used in all areas of applied sciences. Starting with applications in aerospace engineering, their impact has been felt not only in all areas of engineering but as all also in the social sciences, biological sciences, medical sciences, as well other physical sciences. Despite all the good that has come out of this devel opment, however, there have been misuses because the theory has been used mainly as a tool or a procedure by many applied workers without fully understanding its underlying mathematical workings. This book addresses a mathematical approach to Kalman-Bucy filtering and is an outgrowth of lectures given at our institutions since 1971 in a sequence of courses devoted to Kalman-Bucy filters.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 188 pp. Englisch.

N° de réf. du vendeur 9783540187813

Détails bibliographiques

• Titre: Mathematics of Kalman-Bucy Filtering
• Éditeur: Springer Berlin Heidelberg, Springer Berlin Heidelberg Apr 1988
• Date de parution: 1988
• Langue: anglais
• ISBN à 10 chiffres: 3540187812
• ISBN à 13 chiffres: 9783540187813
• Reliure: Taschenbuch
• Édition: Edition originale
• État de l'article: Neu
• Dimensions: 235 L x 155 H x 11 P (en millimètres) 235 millimètres de largeur par 155 millimètres de hauteur par 11 millimètres de profondeur
• Poids: 295 grammes

A propos de ce titre

Synopsis

The second edition has not deviated significantly from the first. The printing of this edition, however, has allowed us to make a number of corrections which escaped our scrutiny at the time of the first printing, and to generally improve and tighten our presentation of the material. Many of these changes were suggested to us by colleagues and readers and their kindness in doing so is greatly appreciated. Delft, The Netherlands and P. A. Ruymgaart Buffalo, New York, December, 1987 T. T. Soong Preface to the First Edition Since their introduction in the mid 1950s, the filtering techniques developed by Kalman, and by Kalman and Bucy have been widely known and widely used in all areas of applied sciences. Starting with applications in aerospace engineering, their impact has been felt not only in all areas of engineering but as all also in the social sciences, biological sciences, medical sciences, as well other physical sciences. Despite all the good that has come out of this devel- opment, however, there have been misuses because the theory has been used mainly as a tool or a procedure by many applied workers without fully understanding its underlying mathematical workings. This book addresses a mathematical approach to Kalman-Bucy filtering and is an outgrowth of lectures given at our institutions since 1971 in a sequence of courses devoted to Kalman-Bucy filters.