KalmanFilteringC.K.Chui·G.ChenKalmanFilteringwithReal-TimeApplicationsFourthEdition123ProfessorCharlesK.ChuiTexasA&MUniversityDepartmentMathematics608KBlockerHallCollegeStation,TX,77843USAProfessorGuanrongChenCityUniversityHongKongDepartmentofElectronicEngineering83TatCheeAvenueKowloonHongKong/PRChinaSecondprintingofthethirdeditionwithISBN3-540-64611-6,publishedassoftcovereditioninSpringerSeriesinInformationSciences.ISBN978-3-540-87848-3DOI10.1007/978-3-540-87849-0e-ISBN978-3-540-87849-0LibraryofCongressControlNumber:2008940869©2009,1999,1991,1987Springer-VerlagBerlinHeidelbergThisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting,reproductiononmicrofilmorinanyotherway,andstorageindatabanks.DuplicationofthispublicationorpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.ViolationsareliabletoprosecutionundertheGermanCopyrightLaw.Theuseofgeneraldescriptivenames,registerednames,trademarks,etc.inthispublicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantprotectivelawsandregulationsandthereforefreeforgeneraluse.Coverdesign:eStudioCalamarS.L.,F.Steinen-Broo,Girona,SpainPrintedonacid-freepaper987654321springer.comPrefacetotheThirdEditionTwomoderntopicsinKalmanfilteringarenewadditionstothisThirdEditionofKalmanFilteringwithReal-TimeAppli-cations.IntervalKalmanFiltering(Chapter10)isaddedtoex-pandthecapability'ofKalmanfilteringtouncertainsystems,andWaveletKalmanFiltering(Chapter11)isintroducedtoincorpo-rateefficienttechniquesfromwaveletsandsplineswithKalmanfilteringtogivemoreeffectivecomputationalschemesfortreatingproblemsinsuchareasassignalestimationandsignaldecompo-sition.Itishopedthatwiththeadditionofthesetwonewchap-ters,thecurrenteditiongivesamorecompleteandup-to-datetreatmentofKalmanfilteri...
