[PDF.20dx] Kalman Filter Method in the Analysis of (Advanced Series in Astrophysics and Cosmology)
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Kalman Filter Method in the Analysis of (Advanced Series in Astrophysics and Cosmology)
Andrzej Kozakiewicz, Piotr Wilde
[PDF.fp18] Kalman Filter Method in the Analysis of (Advanced Series in Astrophysics and Cosmology)
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| #15690172 in Books | 1993-05-01 | Original language:English | 8.75 x6.25 x.75l,.0 | File type: PDF | 184 pages|||"I found the book of interest, and learned something from it. The authors convincingly establish the appropriateness of their statistical techniques to the problem in hand ... I feel that it covers worthwhile material." C J Chapman J Fluid Mechanics, 1994
The central theme of this book is the application of the linear filtering theory to the vibration of structures in a fluid. Emphasis is placed on the mathematical models which, in the theory of systems, characterize the state of a dynamic system. The mathematical models are in the form of linear Ito stochastic differential equations. Discretization of the models, which leads to straightforward computer applications, is also discussed. The book also presents an approach t...
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