Kalman Filtering Under Information Theoretic Criteria

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 perspectiv...

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Auteurs principaux: Chen, Badong (Auteur), Dang, Lujuan (Auteur), Zheng, Nanning (Auteur), Principe, Jose C. (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:anglais
Publié: Cham : Springer International Publishing : Imprint: Springer, 2023.
Édition:1st ed. 2023.
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Accès en ligne:https://doi.org/10.1007/978-3-031-33764-2
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245 1 0 |a Kalman Filtering Under Information Theoretic Criteria  |h [electronic resource] /  |c by Badong Chen, Lujuan Dang, Nanning Zheng, Jose C. Principe. 
250 |a 1st ed. 2023. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2023. 
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505 0 |a Chapter 1. Introduction -- Chapter 2. Kalman filtering -- Chapter 3. Information theoretic criteria -- Chapter 4. Kalman Filtering Under Information Theoretic Criteria -- Chapter 5. Extended Kalman Filtering Under Information Theoretic Criteria -- Chapter 6. Unscented Kalman Filter Under Information Theoretic Criteria -- Chapter 7. Cubature Kalman Filtering Under Information Theoretic Criteria -- Chapter 8. Additional Topics in Kalman Filtering Under Information Theoretic Criteria. 
520 |a 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. Provides Kalman filters under information theoretic criteria to achieve excellent performance in a range of applications; Presents each chapter with a brief review of fundamentals and then focuses on the topic’s most important properties; Geared to students’ understanding of linear algebra, signal processing, and statistics. 
532 8 |a Accessibility summary: This PDF does not fully comply with PDF/UA standards, but does feature limited screen reader support, described non-text content (images, graphs), bookmarks for easy navigation and searchable, selectable text. Users of assistive technologies may experience difficulty navigating or interpreting content in this document. We recognize the importance of accessibility, and we welcome queries about accessibility for any of our products. If you have a question or an access need, please get in touch with us at accessibilitysupport@springernature.com. 
532 8 |a No reading system accessibility options actively disabled 
532 8 |a Publisher contact for further accessibility information: accessibilitysupport@springernature.com 
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