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Optimal State Estimation: Kalman, H∞, and Nonlinear Approaches
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Language: English |
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Written for engineers, this book provides a mathematical approach to finding the best state estimate of a system. Topics covered include the Kalman filter, H∞ filter, and nonlinear filter.
MATLAB is introduced and used to solve numerous example problems in the book. Control System Toolbox is also briefly introduced. In addition, the author has developed a supplemental set of MATLAB M-files to accompany the text.
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