It takes the average reader 2 hours and 50 minutes to read Mathematics of Kalman-Bucy Filtering by P.A. Ruymgaart
Assuming a reading speed of 250 words per minute. Learn more
Since their introduction in the mid 1950s, the filtering techniques developed by Kalman, and by Kalman and Bucy have been widely known and widely used in all areas of applied sciences. Starting with applications in aerospace engineering, their impact has been felt not only in all areas of engineering but also in the social sciences, biological sciences, medical sciences, as well as all other physical sciences. Despite all the good that has come out of this devel opment, however, there have been misuses because the theory has been used mainly as a tool or a procedure by many applied workers without them fully understanding its underlying mathematical workings. This book addresses a mathematical approach to Kalman-Bucy filtering and is an outgrowth of lectures given at our institutions since 1971 in a sequence of courses devoted to Kalman-Bucy filters. The material is meant to be a theoretical complement to courses dealing with applications and is designed for students who are well versed in the techniques of Kalman-Bucy filtering but who are also interested in the mathematics on which these may be based. The main topic addressed in this book is continuous-time Kalman-Bucy filtering. Although the discrete-time Kalman filter results were obtained first, the continuous-time results are important when dealing with systems developing in time continuously, which are hence more appropriately mod eled by differential equations than by difference equations. On the other hand, observations from the former can be obtained in a discrete fashion.
Mathematics of Kalman-Bucy Filtering by P.A. Ruymgaart is 170 pages long, and a total of 42,500 words.
This makes it 57% the length of the average book. It also has 52% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes 3 hours and 52 minutes to read Mathematics of Kalman-Bucy Filtering aloud.
Mathematics of Kalman-Bucy Filtering is suitable for students ages 10 and up.
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