kalman filtering theory and practice using matlab

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Kalman Filtering

Author : Mohinder S. Grewal
ISBN : 9781118984963
Genre : Technology & Engineering
File Size : 80. 23 MB
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The definitive textbook and professional reference on Kalman Filtering – fully updated, revised, and expanded This book contains the latest developments in the implementation and application of Kalman filtering. Authors Grewal and Andrews draw upon their decades of experience to offer an in-depth examination of the subtleties, common pitfalls, and limitations of estimation theory as it applies to real-world situations. They present many illustrative examples including adaptations for nonlinear filtering, global navigation satellite systems, the error modeling of gyros and accelerometers, inertial navigation systems, and freeway traffic control. Kalman Filtering: Theory and Practice Using MATLAB, Fourth Edition is an ideal textbook in advanced undergraduate and beginning graduate courses in stochastic processes and Kalman filtering. It is also appropriate for self-instruction or review by practicing engineers and scientists who want to learn more about this important topic.

Kalman Filtering

Author : Mohinder S. Grewal
ISBN : 9781118984918
Genre : Technology & Engineering
File Size : 46. 62 MB
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The definitive textbook and professional reference on Kalman Filtering – fully updated, revised, and expanded This book contains the latest developments in the implementation and application of Kalman filtering. Authors Grewal and Andrews draw upon their decades of experience to offer an in-depth examination of the subtleties, common pitfalls, and limitations of estimation theory as it applies to real-world situations. They present many illustrative examples including adaptations for nonlinear filtering, global navigation satellite systems, the error modeling of gyros and accelerometers, inertial navigation systems, and freeway traffic control. Kalman Filtering: Theory and Practice Using MATLAB, Fourth Edition is an ideal textbook in advanced undergraduate and beginning graduate courses in stochastic processes and Kalman filtering. It is also appropriate for self-instruction or review by practicing engineers and scientists who want to learn more about this important topic.

Kalman Filtering

Author : Mohinder S. Grewal
ISBN : 9781118210468
Genre : Technology & Engineering
File Size : 72. 88 MB
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Introduction To Random Signals And Applied Kalman Filtering With Matlab Exercises

Author : Robert Grover Brown
ISBN : 0470609699
Genre : Technology & Engineering
File Size : 34. 5 MB
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Machine generated contents note: PART 1: RANDOM SIGNALS BACKGROUND Chapter 1 Probability and Random Variables: A Review Chapter 2 Mathematical Description of Random Signals Chapter 3 Linear Systems Response, State-space Modeling and Monte Carlo Simulation PART 2: KALMAN FILTERING AND APPLICATIONS Chapter 4 Discrete Kalman Filter Basics Chapter 5 Intermediate Topics on Kalman Filtering Chapter 6 Smoothing and Further Intermediate Topics Chapter 7 Linearization, Nonlinear Filtering and Sampling Bayesian Filters Chapter 8 the "Go-Free" Concept, Complementary Filter and Aided Inertial Examples Chapter 9 Kalman Filter Applications to the GPS and Other Navigation Systems APPENDIX A. Laplace and Fourier Transforms APPENDIX B. The Continuous Kalman Filter.

Optimal State Estimation

Author : Dan Simon
ISBN : 9780470045336
Genre : Technology & Engineering
File Size : 57. 63 MB
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A bottom-up approach that enables readers to master and apply the latest techniques in state estimation This book offers the best mathematical approaches to estimating the state of a general system. The author presents state estimation theory clearly and rigorously, providing the right amount of advanced material, recent research results, and references to enable the reader to apply state estimation techniques confidently across a variety of fields in science and engineering. While there are other textbooks that treat state estimation, this one offers special features and a unique perspective and pedagogical approach that speed learning: * Straightforward, bottom-up approach begins with basic concepts and then builds step by step to more advanced topics for a clear understanding of state estimation * Simple examples and problems that require only paper and pen to solve lead to an intuitive understanding of how theory works in practice * MATLAB(r)-based source code that corresponds to examples in the book, available on the author's Web site, enables readers to recreate results and experiment with other simulation setups and parameters Armed with a solid foundation in the basics, readers are presented with a careful treatment of advanced topics, including unscented filtering, high order nonlinear filtering, particle filtering, constrained state estimation, reduced order filtering, robust Kalman filtering, and mixed Kalman/H? filtering. Problems at the end of each chapter include both written exercises and computer exercises. Written exercises focus on improving the reader's understanding of theory and key concepts, whereas computer exercises help readers apply theory to problems similar to ones they are likely to encounter in industry. With its expert blend of theory and practice, coupled with its presentation of recent research results, Optimal State Estimation is strongly recommended for undergraduate and graduate-level courses in optimal control and state estimation theory. It also serves as a reference for engineers and science professionals across a wide array of industries.

Global Positioning Systems Inertial Navigation And Integration

Author : Mohinder S. Grewal
ISBN : 9780470099711
Genre : Science
File Size : 60. 54 MB
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An updated guide to GNSS and INS, and solutions to real-world GPS/INS problems with Kalman filtering Written by recognized authorities in the field, this second edition of a landmark work provides engineers, computer scientists, and others with a working familiarity with the theory and contemporary applications of Global Navigation Satellite Systems (GNSS), Inertial Navigational Systems (INS), and Kalman filters. Throughout, the focus is on solving real-world problems, with an emphasis on the effective use of state-of-the-art integration techniques for those systems, especially the application of Kalman filtering. To that end, the authors explore the various subtleties, common failures, and inherent limitations of the theory as it applies to real-world situations, and provide numerous detailed application examples and practice problems, including GNSS-aided INS, modeling of gyros and accelerometers, and SBAS and GBAS. Drawing upon their many years of experience with GNSS, INS, and the Kalman filter, the authors present numerous design and implementation techniques not found in other professional references. This Second Edition has been updated to include: GNSS signal integrity with SBAS Mitigation of multipath, including results Ionospheric delay estimation with Kalman filters New MATLAB programs for satellite position determination using almanac and ephemeris data and ionospheric delay calculations from single and dual frequency data New algorithms for GEO with L1 /L5 frequencies and clock steering Implementation of mechanization equations in numerically stable algorithms To enhance comprehension of the subjects covered, the authors have included software in MATLAB, demonstrating the working of the GNSS, INS, and filter algorithms. In addition to showing the Kalman filter in action, the software also demonstrates various practical aspects of finite word length arithmetic and the need for alternative algorithms to preserve result accuracy.

A Kalman Filter Primer

Author : Randall L. Eubank
ISBN : 1420028677
Genre : Mathematics
File Size : 74. 97 MB
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System state estimation in the presence of noise is critical for control systems, signal processing, and many other applications in a variety of fields. Developed decades ago, the Kalman filter remains an important, powerful tool for estimating the variables in a system in the presence of noise. However, when inundated with theory and vast notations, learning just how the Kalman filter works can be a daunting task. With its mathematically rigorous, “no frills” approach to the basic discrete-time Kalman filter, A Kalman Filter Primer builds a thorough understanding of the inner workings and basic concepts of Kalman filter recursions from first principles. Instead of the typical Bayesian perspective, the author develops the topic via least-squares and classical matrix methods using the Cholesky decomposition to distill the essence of the Kalman filter and reveal the motivations behind the choice of the initializing state vector. He supplies pseudo-code algorithms for the various recursions, enabling code development to implement the filter in practice. The book thoroughly studies the development of modern smoothing algorithms and methods for determining initial states, along with a comprehensive development of the “diffuse” Kalman filter. Using a tiered presentation that builds on simple discussions to more complex and thorough treatments, A Kalman Filter Primer is the perfect introduction to quickly and effectively using the Kalman filter in practice.

Tracking And Kalman Filtering Made Easy

Author : Eli Brookner
ISBN : 0471184071
Genre : Technology & Engineering
File Size : 49. 51 MB
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A unique, easy-to-use guide to radar tracking and Kalman filtering This book presents the first truly accessible treatment of radar tracking; Kalman, Swerling, and Bayes filters for linear and nonlinear ballistic and satellite tracking systems; and the voltage-processing methods (Givens, Householder, and Gram-Schmidt) for least-squares filtering to correct for computer round-off errors. Tracking and Kalman Filtering Made Easy emphasizes the physical and geometric aspects of radar filters as well as the beauty and simplicity of their mathematics. An abundance of design equations, procedures, and curves allows readers to design tracking filters quickly and test their performance using only a pocket calculator! The text incorporates problems and solutions, figures and photographs, and astonishingly simple derivations for various filters. It tackles problems involving clutter returns, redundant target detections, inconsistent data, track-start and track-drop rules, data association, matched filtering, tracking with chirp waveform, and more. The book also covers useful techniques such as the moving target detector (MTD) clutter rejection technique. All explanations are given in clear and simple terms, including: * The voltage-processing approach to least-squares filtering * The correlation between such procedures as discrete orthogonal Legendre polynomial (DOLP) and voltage processing * The mathematical sameness of tracking and estimation problems on the one hand, and sidelobe canceling and adaptive array processing on the other * The massively parallel systolic array sidelobe canceler processor * Important computational accuracy issues * An appended comparison between the Kalman and the Swerling filters, written by Dr. Peter Swerling Tracking and Kalman Filtering Made Easy is invaluable for engineers, scientists, and mathematicians involved in tracking filter design. Its straightforward approach makes it an excellent textbook for senior-undergraduate and first-year graduate courses.

Beyond The Kalman Filter Particle Filters For Tracking Applications

Author : Branko Ristic
ISBN : 1580538517
Genre : Technology & Engineering
File Size : 85. 95 MB
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For most tracking applications the Kalman filter is reliable and efficient, but it is limited to a relatively restricted class of linear Gaussian problems. To solve problems beyond this restricted class, particle filters are proving to be dependable methods for stochastic dynamic estimation. Packed with 867 equations, this cutting-edge book introduces the latest advances in particle filter theory, discusses their relevance to defense surveillance systems, and examines defense-related applications of particle filters to nonlinear and non-Gaussian problems. With this hands-on guide, you can develop more accurate and reliable nonlinear filter designs and more precisely predict the performance of these designs. You can also apply particle filters to tracking a ballistic object, detection and tracking of stealthy targets, tracking through the blind Doppler zone, bi-static radar tracking, passive ranging (bearings-only tracking) of maneuvering targets, range-only tracking, terrain-aided tracking of ground vehicles, and group and extended object tracking.

Castles In Ireland

Author : T.E. McNeill
ISBN : 9781134708864
Genre : History
File Size : 74. 80 MB
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The castles of Ireland are an essential part of the story of medieval Europe, but were, until recently, a subject neglected by scholars. A lord's power and prestige was displayed in the majesty and uniqueness of his castle. The remains of several thousand castles enable us to reconstruct life in Ireland during these crucial centuries. Castles in Ireland tells the story of the nature and development of lordship and power in medieval Ireland. Ireland formed the setting to the interplay of the differing roles of competing lordships: English and Irish; feudal European and Gaelic; royal and baronial. Tom McNeill argues that the design of the castles contests the traditional view of Ireland as a land torn by war and divided culturally between the English and Irish.

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