[下载]Optimal State Estimation（状态估计滤波平滑）（象征性收取5元）

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收藏 2008-12-28

Chapter 1: Linear systems theory Rectangular integration Trapezoidal integration Fourth-order Runge-Kutta integration Chapter 2: Probability theory Correlated noise simulation Chapter 3: Least squares estimation Recursive least squares estimation General recursive least squares estimation Chapter 5: The discrete-time Kalman filter The discrete-time Kalman filter Chapter 6: Alternate Kalman filter formulations The sequential Kalman filter The information filter The Cholesky matrix square root algorithm Potter’s square root measurement-update algorithm The Householder algorithm The Gram-Schmidt algorithm The U-D measurement update The U-D time update Chapter 7: Kalman filter generalizations The general discretetime Kalman filter The discrete-time Kalman filter with colored measurement noise The Hamiltonian approach to steady-state Kalman filtering The fading-inemory filter Chapter 8: The continuous-time Kalman filter The continuous-time Kalman filter The Chandrasekhar algorithm The continuous-time square root Kalman filter The continuous-time Kalman filter with correlated noise The continuous-time Kalman filter with colored measurement noise Chapter 9: Optimal smoothing The fixed-point smoother The fixed-lag smoother The RTS smoother Chapter 10: Additional topics in Kalman filtering The multiplemodel estimator The reduced-order Schmidt-Kalman filter The delayed-measurement Kalman filter Chapter 11: The H, filter The discretetime H, filter Chapter 12: Additional topics in H, filtering The mixed Kalman/H, filter The robust mixed Kalman/H, filter The constrained H, filter Chapter 13: Nonlinear Kalman filtering The continuous-time linearized Kalman filter The continuous-time extended Kalman filter The hybrid extended Kalman filter The discretetime extended Kalman filter The iterated extended Kalman filter The second-order hybrid extended Kalman filter The second-order discretetime extended Kalman filter The Gaussian sum filter Chapter 14: The unscented Kalman filter The unscented transformation The unscented Kalman filter The simplex sigma-point algorithm The spherical sigma-point algorithmChapter 15: The particle filter The recursive Bayesian state estimator The particle filter Regularized particle filter resampling The extended Kalman particle filter