By Bruce P. Gibbs
Its primary goal is to debate version improvement in adequate element in order that the reader may well layout an estimator that meets all software specifications and is powerful to modeling assumptions. because it is typically tricky to a priori ensure the simplest version constitution, use of exploratory info analysis to outline version constitution is discussed. equipment for deciding upon the “best” version also are presented.
A moment aim is to give little identified extensions of least squares estimation or Kalman filtering that offer counsel on version constitution and parameters, or make the estimator extra strong to adjustments in real-world behavior.
A 3rd target is dialogue of implementation concerns that make the estimator extra exact or effective, or that make it versatile in order that version possible choices may be simply compared.
The fourth target is to supply the designer/analyst with tips in comparing estimator functionality and in determining/correcting problems.
The ultimate aim is to supply a subroutine library that simplifies implementation, and versatile basic function high-level drivers that permit either effortless research of different types and entry to extensions of the fundamental filtering.
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Extra info for Advanced Kalman Filtering, Least-Squares and Modeling: A Practical Handbook
Advanced Kalman Filtering, Least-Squares and Modeling: A Practical Handbook by Bruce P. Gibbs