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首页Optimal state estimation (kalman h-infinity and nolinear approaches) (书内给出了详细的matlab/simulink源程序)
Optimal state estimation (kalman h-infinity and nolinear approac...
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更新于2023-03-03
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该书内容非常全面,涵盖了多种卡尔曼滤波算法及MATLAB实现,作者将多年的工作经验融入此书,使之成为学习卡尔曼滤波的同学一本不可多得的经典参考书。
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Optimal State Estimation
Optimal State Estimation
Kalman,
H,,
and Nonlinear Approaches
Dan
Simon
Cleveland
State
University
A
JOHN
WILEY
&
SONS,
INC.,
PUBLICATION
Copyright
6
2006
by John Wiley
&
Sons, Inc. All rights reserved.
Published by John Wiley
&
Sons, Inc., Hoboken, New Jersey.
Published simultaneously in Canada.
No
part of this publication may be reproduced, stored in a retrieval system or transmitted in any form
or
by any means, electronic, mechanical, photocopying, recording, scanning, or otherwise, except as
permitted under Section
107
or
108
of
the
1976
United States Copyright Act, without either the prior
written permission of the Publisher,
or
authorization through payment of the appropriate per-copy fee
to the Copyright Clearance Center, Inc.,
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Rosewood Drive, Danvers,
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http://www.wiley.com/go/permission.
Limit of Liability/Disclaimer
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Warranty: While the publisher and author have used their best
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Library
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Congress Cataloging-in-Publication is available.
ISBN-13
978-0-471-70858-2
ISBN- 10
0-47 1-7085 8-5
Printed in the United States of America.
10
9 8 7 6 5 4 3 2
1
CONTENTS
Acknowledgments
Acronyms
List
of
algorithms
Introduction
PART
I
INTRODUCTORY MATERIAL
1
Linear systems theory
1.1
1.2
1.3
1.4
1.5
1.6
Matrix algebra and matrix calculus
1.1.1
Matrix algebra
1.1.2 The matrix inversion lemma
1.1.3
Matrix calculus
1.1.4 The history of matrices
Linear systems
Nonlinear systems
Discretization
Simulation
1.5.1 Rectangular integration
1.5.2 Trapezoidal integration
1.5.3 Rung-Kutta integration
Stability
xiii
xv
xvii
xxi
3
4
6
11
14
17
18
22
26
27
29
29
31
33
V
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