Kalman Filtering: Theory and Practice Using MATLAB, Third Edition

  • 11h 53m
  • Angus P. Andrews, Mohinder S. Grewal
  • John Wiley & Sons (US)
  • 2008

This is the Third Edition of a successful textbook and professional reference on Kalman filtering theory and applications. Organized for use at the senior undergraduate level and as a first-year, graduate-level course, this book includes real-world problems in practice as illustrative examples and also covers the more practical aspects of implementation. This updated edition includes a number of new problems and chapters.

About the Authors

Mohinder S. Grewal, PhD, PE, is Professor of Electrical Engineering in the College of Engineering and Computer Science at California State University, Fullerton. He has more than thirty-five years of experience in inertial navigation and control, and his mechanizations are currently used in commercial and military aircraft, surveillance satellites, missile and radar systems, freeway traffic control, and the Global Navigation Satellite System.

Angus P. Andrews, PhD, is a retired senior scientist from the Rockwell Science Center. His experience with aerospace systems analysis and design using Kalman filters began with his involvement in the Apollo moon project, and he is credited with the discovery of unknown landmark tracking as an orbital navigation method.

In this Book

  • General Information
  • Linear Dynamic Systems
  • Random Processes and Stochastic Systems
  • Linear Optimal Filters and Predictors
  • Optimal Smoothers
  • Implementation Methods
  • Nonlinear Filtering
  • Practical Considerations
  • Applications to Navigation