高清PDF电子书,关于卡尔曼滤波和小波的,经典书籍,第四版了Kalmanfilteringisanoptimalstateestimationprocessappliedtoadynamicsystemthatinvolvesrandomperturbations.Moreprecisely,theKalmanfiltergivesalinear,unbiased,andminimumerrorvariancerecursivealgorithmtooptimallyestimatetheunknownstateofadynamicsystemfromnoisydatatakenatdiscretereal-time.Ithasbeenwidelyusedinmanyareasofindustrialandgovernmentapplicationssuchasvideoandlasertrackingsystems,satellitenavigation,ballisticmissiletrajectoryestimation,radar,andfirecontrol.Withtherecentdevelopmentofhigh-speedcomputers,theKalmanfilterhasbecomemoreusefulevenforverycomplicatedreal-timeapplications.Inspiteofitsimportance,themathematicaltheoryofKalmanfilteringanditsimplicationsarenotwellunderstoodevenamongmanyappliedmathematiciansandengineers.Infact,mostpractitionersarejusttoldwhatthefilteringalgorithmsarewithoutknowingwhytheyworksowell.Oneofthemainobjectivesofthistextistodisclosethismysterybypresentingafairlythoroughdiscussionofitsmathe-maticaltheoryandapplicationstovariouselementaryreal-timeproblems
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