Grewal, Mohinder S.

Kalman filtering : theory and practice using MATLAB / Mohinder S. Grewal, Angus P. Andrews. - 3rd ed. - 1 PDF (xvi, 575 pages) : illustrations.

Includes bibliographical references (p. 549-564) and index.

1. General Information -- 2. Linear Dynamic Systems -- 3. Random Processes and Stochastic Systems -- 4. Linear Optimal Filters and Predictors -- 5. Optimal Smoothers -- 6. Implementation Methods -- 7. Nonlinear Filtering -- 8. Practical Considerations -- 9. Applications to Navigation -- Appendix A. MATLAB Software -- Appendix B. Matrix Refresher.

Restricted to subscribers or individual electronic text purchasers.

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.




Mode of access: World Wide Web

9780470377819

10.1002/9780470377819 doi


MATLAB.


Kalman filtering.


Electronic books.

QA402.3 / .G695 2008eb

629.8/312