Kalman filtering : theory and practice using MATLAB / Mohinder S. Grewal, Angus P. Andrews.

Format:

Book

Author/Creator:

Grewal, Mohinder S., author.

Contributor:

Andrews, Angus P.

John Wiley & Sons, publisher.

IEEE Xplore (Online service), distributor.

Language:

English

Subjects (All):

MATLAB.

Kalman filtering.

Physical Description:

1 PDF (xvi, 575 pages) : illustrations.

Edition:

3rd ed.

Distribution:

[Piscataqay, New Jersey] : IEEE Xplore, 2008.

Place of Publication:

Hoboken, New Jersey : Wiley, c2008.

System Details:

Mode of access: World Wide Web

Summary:

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.

Contents:

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.

Notes:

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

Description based on PDF viewed 12/21/2015.

Other Format:

Print version:

ISBN:

9780470377819