Applications and Optimizations of Kalman Filter and Their Variants

Applications and Optimizations of Kalman Filter and Their Variants is a comprehensive exploration of Kalman filters’ diverse applications and refined optimizations across various domains. It meticulously examines their role in microgrid management, offering adaptive estimation techniques for effecti...

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Idioma:inglês
Publicado em: IntechOpen 2024
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collection Directory of Open Access Books
description Applications and Optimizations of Kalman Filter and Their Variants is a comprehensive exploration of Kalman filters’ diverse applications and refined optimizations across various domains. It meticulously examines their role in microgrid management, offering adaptive estimation techniques for effective control strategies. The book then delves into distribution system state estimation, showcasing an innovative stochastic programming model using extended Kalman filters for reliable monitoring and control. In the realm of financial modeling, readers gain insights into how Kalman filters enhance trading strategies like pairs trading and partial co-integration, bridging finance and analytics. Moreover, the book discusses Kalman filter optimization, addressing challenges in object tracking and error reduction with techniques like dynamic stochastic approximation algorithms and M-robust estimates. With practical examples and interdisciplinary approaches, this book serves as a valuable resource for researchers, practitioners, and students looking to harness Kalman filter techniques for enhanced efficiency and accuracy across diverse fields.
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institution Directory of Open Access Books
language eng
publishDate 2024
publishDateRange 2024
publishDateSort 2024
publisher IntechOpen
publisherStr IntechOpen
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spelling doab-20.500.12854ir-1465122024-10-25T10:50:29Z Applications and Optimizations of Kalman Filter and Their Variants Khalid, Asadullah Sarwat, Arif Riggs, Hugo Applied mathematics thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics Applications and Optimizations of Kalman Filter and Their Variants is a comprehensive exploration of Kalman filters’ diverse applications and refined optimizations across various domains. It meticulously examines their role in microgrid management, offering adaptive estimation techniques for effective control strategies. The book then delves into distribution system state estimation, showcasing an innovative stochastic programming model using extended Kalman filters for reliable monitoring and control. In the realm of financial modeling, readers gain insights into how Kalman filters enhance trading strategies like pairs trading and partial co-integration, bridging finance and analytics. Moreover, the book discusses Kalman filter optimization, addressing challenges in object tracking and error reduction with techniques like dynamic stochastic approximation algorithms and M-robust estimates. With practical examples and interdisciplinary approaches, this book serves as a valuable resource for researchers, practitioners, and students looking to harness Kalman filter techniques for enhanced efficiency and accuracy across diverse fields. 2024-10-25T10:50:26Z 2024-10-25T10:50:26Z 2024 book ONIX_20241025_9780854665655_55 9780854665655 9780854665662 9780854665679 https://directory.doabooks.org/handle/20.500.12854/146512 eng image/jpeg n/a https://www.intechopen.com/books/1003421 https://intech-files.s3.amazonaws.com/a043Y000010Jz76QAC/0015325_Authors_Book%20%282024-07-25%2010%3A03%3A39%29.pdf IntechOpen IntechOpen 10.5772/intechopen.1001639 10.5772/intechopen.1001639 78a36484-2c0c-47cb-ad67-2b9f5cd4a8f6 9780854665655 9780854665662 9780854665679 IntechOpen 202 open access
spellingShingle Applied mathematics
thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics
Applications and Optimizations of Kalman Filter and Their Variants
title Applications and Optimizations of Kalman Filter and Their Variants
title_full Applications and Optimizations of Kalman Filter and Their Variants
title_fullStr Applications and Optimizations of Kalman Filter and Their Variants
title_full_unstemmed Applications and Optimizations of Kalman Filter and Their Variants
title_short Applications and Optimizations of Kalman Filter and Their Variants
title_sort applications and optimizations of kalman filter and their variants
topic Applied mathematics
thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics
topic_facet Applied mathematics
thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics
url ONIX_20241025_9780854665655_55