Fundamentals of Kalman filtering : a practical approach / Paul Zarchan, Howard Musoff.

Format:

Book

Author/Creator:

Zarchan, Paul, Author.

Contributor:

American Institute of Aeronautics and Astronautics, Content Provider.

Musoff, Howard, Contributor.

Series:

Progress in astronautics and aeronautics Fundamentals of Kalman filtering

Language:

English

Subjects (All):

Kalman filtering--Statistical methods.

Kalman filtering.

Control theory.

Aeronautics.

Physical Description:

xxvii, 852 pages : illustrations.

Edition:

Third edition

Place of Publication:

Reston, VA: American Institute of Aeronautics & Astronautics, 2009.

Language Note:

English

Contents:

Numerical basics

Method of least squares

Recursive least-squares filtering

Polynomial Kalman filters

Kalman filters in a nonpolynomial world

Continuous polynomial Kalman filter

Extended Kalman filtering

Drag and falling object

Cannon-launched projectile tracking problem

Tracking a sine wave

Satellite navigation

Biases

Linearized Kalman filtering

Miscellaneous topics

Fading-memory filter

Assorted techniques for improving Kalman-filter performance

Fixed-memory filters

Chain-rule and least-squares filtering

Filter bank approach to tracking a sine wave

Appendix A: Fundamentals of Kalman-filtering software

Appendix B: Key formula and concept summary.

Notes:

Bibliographic Level Mode of Issuance: Monograph

ISBN:

1-60086-719-7