01215nam a2200241 a 450000100080000000500110000800800410001902000180006010000140007824500770009226000530016952005330022265300210075565300150077665300110079165300210080265300300082365300220085365300180087565300290089365300240092265300270094618913862011-06-14       2006    bl uuuu      00u1 u    #d  a97804717085821 aSIMON, D.  aOptimal state estimationbKalman, H [infinity] and nonlinear approaches.  aHoboken: Wiley-Interscience, c2006. 526 p.c2006  aLinear systems theory. Probability theory. Least squares estimation. Propagation of states and covariances. The discrete-time Kalman filter. Alternate Kalman filter formulations. Kalman filter generalizations. The continuous-time Kalman filter. Optimal smoothing. Additional topics in Kalman filtering. The H filter. Additional topics in H filtering. Nonlinear Kalman filtering. The unscented Kalman filter. The particle filter. Historical perspectives. Other books on Kalman filtering. State estimation and the meaning of life.  aFiltro de Kalman  aH infinito  aKalman  aKalman filtering  aMathematical optimization  aNonlinear systems  aOptimal state  aOtimização Matemática  aSistema não-linear  aSistemas não lineares