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Kalman Filtering—Theory and Practice Using MATLAB, Third Edition

Kalman Filtering: Theory and Practice Using MATLAB, Third Edition

by Mohinder S. Grewal and Angus P. Andrews

2008 (591 pages)

ISBN:9780470173664

Including real-world problems in practice as illustrative examples, this text provides readers with a solid introduction to the theoretical and practical aspects of Kalman filtering, and considers the arithmetic needed to preserve the accuracy of results.

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Table of Contents

Kalman Filtering—Theory and Practice Using MATLAB, Third Edition
Preface
List of Abbreviations
Chapter 1	-	General Information
Chapter 2	-	Linear Dynamic Systems
Chapter 3	-	Random Processes and Stochastic Systems
Chapter 4	-	Linear Optimal Filters and Predictors
Chapter 5	-	Optimal Smoothers
Chapter 6	-	Implementation Methods
Chapter 7	-	Nonlinear Filtering
Chapter 8	-	Practical Considerations
Chapter 9	-	Applications to Navigation
Appendix A	-	MATLAB Software
Appendix B	-	A Matrix Refresher
Bibliography