Table of Contents: 1 Introduction, pp. 1-7
2 The Kalman Filter Spirit, pp. 9-28
3 A Preliminary Background in Random Variables and Stochastic Processes, pp. 29-84
4 Introduction to Control Design and State-Space Representation, pp. 85-119
5 The General Description of the Discrete, Linear Kalman Filtering, pp. 121-152
6 Sub-Optimal Discrete Kalman Filtering, pp. 153-195
7. Kalman Filtering Theory in Practice, pp. 197-233
8. Advanced issues in Kalman Filtering and Beyond, pp. 235-277
9. Preliminary Guidelines in Selected Case-Studies, pp. 279-322
Supplement A
A Brief Summary of the Wiener Filter, pp. 323-328
Supplement B
The Riccati Equation, pp. 329-332
Supplement C
Mathematical Hints, pp. 333-346
Supplement D
Supporting Computer Scripts, pp. 347-381
Acronyms, pp. 383-384
References, pp. 385-413
Index |