Kalman filtering with real-time applications. (Q1273628)

[For reviews of the first and second edition see Zbl 0636.93070 and Zbl 0751.93078, respectively.] Two modern topics in Kalman filtering are new additions to this Third Edition of Kalman Filtering with Real-Time Applications. Interval Kalman Filtering (Chapter 10) is added to expand the capability of Kalman filtering to uncertain systems, and Wavelet Kalman Filtering (Chapter 11) is introduced to incorporate efficient techniques from wavelets and splines with Kalman filtering to give more effective computational schemes for treating problems in such areas as signal estimation and signal decomposition.