Kalman Filtering
Theory and Practice with MATLAB
Wiley - IEEE
4. Edition January 2015
640 Pages, Hardcover
Wiley & Sons Ltd
The definitive textbook and professional reference on Kalman
Filtering - fully updated, revised, and expanded
This book contains the latest developments in the implementation
and application of Kalman filtering. Authors Grewal and Andrews
draw upon their decades of experience to offer an in-depth
examination of the subtleties, common pitfalls, and limitations of
estimation theory as it applies to real-world situations. They
present many illustrative examples including adaptations for
nonlinear filtering, global navigation satellite systems, the error
modeling of gyros and accelerometers, inertial navigation systems,
and freeway traffic control.
Kalman Filtering: Theory and Practice Using MATLAB, Fourth
Edition is an ideal textbook in advanced undergraduate and
beginning graduate courses in stochastic processes and Kalman
filtering. It is also appropriate for self-instruction or review by
practicing engineers and scientists who want to learn more about
this important topic.
Engineering in the College of Engineering and Computer Science at
California State University, Fullerton. He has more than forty
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 Global Navigation Satellite
Systems.
Angus P. Andrews, PhD, is an MIT graduate with a PhD in
mathematics from UCLA. His career in aerospace technology
development spans more than 50 years, starting with navigation
analysis for the Apollo moon missions, and including a dozen years
in the analysis, design, development, and testing of inertial
navigation systems. His discoveries included the orbital
navigation method called unknown landmark tracking, alternative
solutions for square root filters, and a model for bearing torques
of electrostatic gyroscopes. Since retiring as a senior
scientist from the Rockwell Science Center in 2000, he has
continued consulting and instructing in sensor error modeling and
analysis, and publishing articles and books on these subjects.
