Kalman Filtering: Theory and Practice Using MATLAB®, Third Edition

This book provides readers with a solid introduction to the theoretical and practical aspects of Kalman filtering. It has been updated with the latest developments in the implementation and application of Kalman filtering, including adaptations for nonlinear filtering, more robust smoothing methods, and developing applications in navigation. All software is provided in MATLAB, giving readers the opportunity to discover how the Kalman filter works in action and to consider the practical arithmetic needed to preserve the accuracy of results.

Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.

An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department -- to obtain the manual, send an email to [email protected].

Content:
Chapter 1 General Information (pages 1–29):
Chapter 2 Linear Dynamic Systems (pages 31–66):
Chapter 3 Random Processes and Stochastic Systems (pages 67–129):
Chapter 4 Linear Optimal Filters and Predictors (pages 131–181):
Chapter 5 Optimal Smoothers (pages 183–223):
Chapter 6 Implementation Methods (pages 225–292):
Chapter 7 Nonlinear Filtering (pages 293–353):
Chapter 8 Practical Considerations (pages 355–426):
Chapter 9 Applications to Navigation (pages 427–509):