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1、KalmanFiltering:TheoryandPracticeUsingMATLAB,SecondEdition,MohinderS.Grewal,AngusP.AndrewsCopyright#2001JohnWiley&Sons,Inc.ISBNs:0-471-39254-5(Hardback);0-471-26638-8(Electronic)KalmanFilteringKalmanFiltering:TheoryandPracticeUsingMATLABSecondEditionMOHINDERS.GREWALCaliforniaStateUniversityat
2、FullertonANGUSP.ANDREWSRockwellScienceCenterAWiley-IntersciencePublicationJohnWiley&Sons,Inc.NEWYORKCHICHESTERWEINHEIMBRISBANESINGAPORETORONTOCopyright#2001byJohnWiley&Sons,Inc.Allrightsreserved.Nopartofthispublicationmaybereproduced,storedinaretrievalsystemortransmittedinanyformorbyanym
3、eans,electronicormechanical,includinguploading,downloading,printing,decompiling,recordingorotherwise,exceptaspermittedunderSections107or108ofthe1976UnitedStatesCopyrightAct,withoutthepriorwrittenpermissionofthePublisher.RequeststothePublisherforpermissionshouldbeaddressedtothePermissionsDepar
4、tment,JohnWiley&Sons,Inc.,605ThirdAvenue,NewYork,NY10158-0012,(212)850-6011,fax(212)850-6008,E-Mail:PERMREQ@WILEY.COM.Thispublicationisdesignedtoprovideaccurateandauthoritativeinformationinregardtothesubjectmattercovered.Itissoldwiththeunderstandingthatthepublisherisnotengagedinrenderingprofe
5、ssionalservices.Ifprofessionaladviceorotherexpertassistanceisrequired,theservicesofacompetentprofessionalpersonshouldbesought.ISBN0-471-26638-8.ThistitleisalsoavailableinprintasISBN0-471-39254-5.FormoreinformationaboutWileyproducts,visitourwebsiteatwww.Wiley.com.ContentsPREFACEixACKNOWLEDGMEN
6、TSxiii1GeneralInformation11.1OnKalmanFiltering11.2OnEstimationMethods51.3OntheNotationUsedinThisBook201.4Summary22Problems232LinearDynamicSystems252.1ChapterFocus252.2DynamicSystems262.3ContinuousLinearSystemsandTheirSolutions302.4DiscreteLinearSystemsandTheirSolutions412.5ObservabilityofLine
7、arDynamicSystemModels422.6ProceduresforComputingMatrixExponentials482.7Summary50Problems533RandomProcessesandStochasticSystems563.1ChapterFocus563.2ProbabilityandRandomVariables583.3StatisticalPropertiesofRandomVariables66vviCONTENTS3.4Statis
