By Bruce P. Gibbs
Its primary goal is to debate version improvement in adequate element in order that the reader may perhaps layout an estimator that meets all software specifications and is powerful to modeling assumptions. because it is typically tough to a priori be certain the easiest version constitution, use of exploratory information analysis to outline version constitution is discussed. tools for making a choice on the “best” version also are presented.
A moment objective is to offer little recognized extensions of least squares estimation or Kalman filtering that offer assistance on version constitution and parameters, or make the estimator extra strong to adjustments in real-world behavior.
A 3rd objective is dialogue of implementation concerns that make the estimator extra exact or effective, or that make it versatile in order that version possible choices could be simply compared.
The fourth objective is to supply the designer/analyst with tips in comparing estimator functionality and in determining/correcting problems.
The ultimate target is to supply a subroutine library that simplifies implementation, and versatile common objective high-level drivers that permit either effortless research of different versions and entry to extensions of the elemental filtering.
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Advanced Kalman Filtering, Least-Squares and Modeling: A Practical Handbook by Bruce P. Gibbs