Kalman filtering : theory and practice

Author(s)

• Grewal, Mohinder S.
• Andrews, Angus P.

Bibliographic Information

Kalman filtering : theory and practice

Mohinder S. Grewal and Angus P. Andrews

（Prentice-Hall information and system sciences series）

Prentice-Hall, c1993

Note

Includes bibliographical references and index

Description and Table of Contents

Description

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.

Table of Contents

1. General Information. 2. Linear Dynamic Systems. 3. Random Processes and Stochastic Systems. 4. Linear Optimal Filters and Predictors. 5. Nonlinear Applications. 6. Implementation Methods. 7. Practical Considerations. Appendix A: Software. Appendix B: A Matrix Refresher.

by "Nielsen BookData"

Details

• NCID: BA19600969
• ISBN:
  • 013211335X
• LCCN: 92040466
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Englewood Cliffs, N.J.
• Pages/Volumes: xviii, 381 p.
• Size: 24 cm
• Attached Material: 1 computer disk (3 1/2 in.)
• Classification:
  • LCC : QA402.3
  • DC20 : 003/.5
• Subject Headings:
  • LCSH : Kalman filtering
• Parent Bibliography ID:
  • BA00285185