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Practical Biomedical Signal Analysis Using MATLAB
book

Practical Biomedical Signal Analysis Using MATLAB

by Katarzyn Blinowska, Jaroslaw Zygierewicz
September 2011
Intermediate to advanced content levelIntermediate to advanced
324 pages
10h 9m
English
CRC Press
Content preview from Practical Biomedical Signal Analysis Using MATLAB
Single channel signal 33
x
0
,P
0
Predict :
ˆx
k
= Aˆx
k1
+ Bu
k
P
k
= AP
k1
A
T
+ Q
))
Update:
K
k
= P
k
M
T
MP
k
M
T
+ R
1
ˆx
k
= ˆx
k
+ K
k
(z
k
Mˆx
k
)
P
k
=(I K
k
M)P
k
ff
FIGURE 2.3: The computation of successive system states with Kalman lter.
Kalman lter may be found in [Welch et al., 1960].
MATLAB toolbox by Kevin Murphy avaliable at
http://people.cs.ubc.ca/
˜
murphyk/Software/Kalman/kalman.html
provides Kalman lter formalism for
ltering, smoothing, and parameter estimation for linear dynamical systems.
Many real dynamical systems do not exactly t the model assumed by Kalman
lter design. The not-modeled dynamics contributes to the component w
k
in equation
2.19. In practice ...
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Publisher Resources

ISBN: 9781439812037