By Bruce P. Gibbs
Its primary goal is to debate version improvement in enough element in order that the reader might layout an estimator that meets all program necessities and is powerful to modeling assumptions. because it is usually tough to a priori confirm the easiest version constitution, use of exploratory facts analysis to outline version constitution is discussed. equipment for choosing the “best” version also are presented.
A moment objective is to give little identified extensions of least squares estimation or Kalman filtering that offer tips on version constitution and parameters, or make the estimator extra powerful to adjustments in real-world behavior.
A 3rd aim is dialogue of implementation matters that make the estimator extra exact or effective, or that make it versatile in order that version choices will be simply compared.
The fourth target is to supply the designer/analyst with suggestions in comparing estimator functionality and in determining/correcting problems.
The ultimate objective is to supply a subroutine library that simplifies implementation, and versatile normal goal high-level drivers that let either effortless research of other versions and entry to extensions of the fundamental filtering.
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Advanced Kalman Filtering, Least-Squares and Modeling: A Practical Handbook by Bruce P. Gibbs