Kalman Filtering: Theory and Practice

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A thorough exploration of the theory and application of Kalman filtering to real-world situations. *book contains a floppy disk with C++ and MATLAB algorithms. *offers a heuristic treatment of essential material. *includes many often ignored design and implementation techniques. *explores the appropriate numerical methods for reliable implementation. *contains a variety of examples and problems taken from real-world application situations - e.g., modelling of gyros, accelerometers, inertial navigation; freeway traffic model; a harmonic oscillator; radar tracking; Global Positioning System (GPS) aided Inertial Navigation System (INS). *includes companion software to solve large dimension problems in the text.

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About the author (1993)

MOHINDER S. GREWAL, PhD, PE, is Professor of Electrical Engineering in theCollege of Engineering and Computer Science at California State University, Fullerton.

LAWRENCE R. WEILL, PhD, is Professor Emeritus of Applied Mathematics in the College of Mathematics and Natural Sciences at California State University, Fullerton.

ANGUS P. ANDREWS, PhD, is Senior Scientist (Retired) at the Rockwell Science Center in Thousand Oaks, California.

Andrews, Rockwell Science Center.

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