The definitive textbook and professional reference on KalmanFiltering – fully updated, revised, and expanded
This book contains the latest developments in the implementationand application of Kalman filtering. Authors Grewal and Andrewsdraw upon their decades of experience to offer an in-depthexamination of the subtleties, common pitfalls, and limitations ofestimation theory as it applies to real-world situations. Theypresent many illustrative examples including adaptations fornonlinear filtering, global navigation satellite systems, the errormodeling of gyros and accelerometers, inertial navigation systems,and freeway traffic control.
Kalman Filtering: Theory and Practice Using MATLAB, FourthEdition is an ideal textbook in advanced undergraduate andbeginning graduate courses in stochastic processes and Kalmanfiltering. It is also appropriate for self-instruction or review bypracticing engineers and scientists who want to learn more aboutthis important topic.
Keywords: Control Systems Technology, Kalman filter
Kalman filter, linear dynamic systems, matrix, random processes, probability distribution, linear optimal filters, predictors, optimal smoothers, nonlinear extensions, navigation, inertial navigation systems, Global Navigation Satellite Systems