Kalman Filter Method In The Analysis Of Vibrations Due To Water Waves

The central theme of this book is the application of the linear filtering theory to the vibration of structures in a fluid. Emphasis is placed on the mathematical models which, in the theory of systems, characterize the state of a dynamic system. The mathematical models are in the form of linear Ito stochastic differential equations. Discretization of the models, which leads to straightforward com...