@article{780623,
      recid = {780623},
      author = {Chui, C. K., and Chen, G.},
      title = {Kalman filtering : with real-time applications /},
      pages = {1 online resource (xviii, 247 pages) :},
      abstract = {This new edition presents a thorough discussion of the  mathematical theory and computational schemes of Kalman  filtering. The filtering algorithms are derived via  different approaches, including a direct method consisting  of a series of elementary steps, and an indirect method  based on innovation projection. Other topics include Kalman  filtering for systems with correlated noise or colored  noise, limiting Kalman filtering for time-invariant  systems, extended Kalman filtering for nonlinear systems,  interval Kalman filtering for uncertain systems, and  wavelet Kalman filtering for multiresolution analysis of  random signals. Most filtering algorithms are illustrated  by using simplified radar tracking examples. The style of  the book is informal, and the mathematics is elementary but  rigorous. The text is self-contained, suitable for  self-study, and accessible to all readers with a minimum  knowledge of linear algebra, probability theory, and system  engineering. Over 100 exercises and problems with solutions  help deepen the knowledge. This new edition has a new  chapter on filtering communication networks and data  processing, together with new exercises and new real-time  applications.},
      url = {http://library.usi.edu/record/780623},
      doi = {https://doi.org/10.1007/978-3-319-47612-4},
}