{"product_id":"estimation-control-and-the-discrete-kalman-filter-9781461288640","title":"Estimation, Control, and the Discrete Kalman Filter","description":"\u003cp\u003e • Author(s): Donald E. Catlin\u003cbr\u003e • Publisher: Springer\u003cbr\u003e • Publisher Imprint: Springer\u003cbr\u003e • BISAC: Robotics\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eIn 1960, R. E. Kalman published his celebrated paper on recursive min- imum variance estimation in dynamical systems [14]. This paper, which introduced an algorithm that has since been known as the discrete Kalman filter, produced a virtual revolution in the field of systems engineering. Today, Kalman filters are used in such diverse areas as navigation, guid- ance, oil drilling, water and air quality, and geodetic surveys. In addition, Kalman's work led to a multitude of books and papers on minimum vari- ance estimation in dynamical systems, including one by Kalman and Bucy on continuous time systems [15]. Most of this work was done outside of the mathematics and statistics communities and, in the spirit of true academic parochialism, was, with a few notable exceptions, ignored by them. This text is my effort toward closing that chasm. For mathematics students, the Kalman filtering theorem is a beautiful illustration of functional analysis in action; Hilbert spaces being used to solve an extremely important problem in applied mathematics. For statistics students, the Kalman filter is a vivid example of Bayesian statistics in action. The present text grew out of a series of graduate courses given by me in the past decade. Most of these courses were given at the University of Mas- sachusetts at Amherst.\u003c\/p\u003e","brand":"Springer","offers":[{"title":"Paperback","offer_id":45282322874519,"sku":"9781461288640","price":10915.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9781461288640.webp?v=1769301810","url":"https:\/\/atlanticbooks.com\/products\/estimation-control-and-the-discrete-kalman-filter-9781461288640","provider":"Atlantic Books","version":"1.0","type":"link"}