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Kalman Filtering Under Information Theoretic Criteria

Name: Kalman Filtering Under Information Theoretic Criteria
Brand: Springer, Berlin
SKU: 43312560
Price: 124.03 EUR
Availability: InStock
Author: Badong Chen
ISBN: 9783031337635

Language

English

Book Hardback

Libristo code: 43312560

Publishers Springer, Berlin, July 2023

This book provides several efficient Kalman filters (linear or nonlinear) under information theoreti... Full description

Libristo code: 43312560

302 b

124.03 €

242.58 лв

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This book provides several efficient Kalman filters (linear or nonlinear) under information theoretic criteria. They achieve excellent performance in complicated non-Gaussian noises with low computation complexity and have great practical application potential. The book combines all these perspectives and results in a single resource for students and practitioners in relevant application fields. Each chapter starts with a brief review of fundamentals, presents the material focused on the most important properties and evaluates comparatively the models discussing free parameters and their effect on the results. Proofs are provided at the end of each chapter. The book is geared to senior undergraduates with a basic understanding of linear algebra, signal processing and statistics, as well as graduate students or practitioners with experience in Kalman filtering.