Издательство: | Книга по требованию |
Дата выхода: | июль 2011 |
ISBN: | 978-6-1313-4585-2 |
Объём: | 104 страниц |
Масса: | 178 г |
Размеры(В x Ш x Т), см: | 23 x 16 x 1 |
High Quality Content by WIKIPEDIA articles! The Kalman filter is an efficient recursive filter that estimates the state of a linear dynamic system from a series of noisy measurements. It is used in a wide range of engineering and econometric applications from radar and computer vision to estimation of structural macroeconomic models , and is an important topic in control theory and control systems engineering. Together with the linear-quadratic regulator (LQR), the Kalman filter solves the linear-quadratic-Gaussian control problem (LQG). The Kalman filter, the linear-quadratic regulator and the linear-quadratic-Gaussian controller are solutions to what probably are the most fundamental problems in control theory.
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