Fundamentals of Kalman Filtering

Fundamentals of Kalman Filtering, Fourth Edition is a practical guide to building Kalman filters that display how the filtering equations can be applied to real-life problems. Numerous examples are presented in detail, showing the many ways in which Kalman filters can be designed. For this edition, source code listings appearing in the text have been converted from FORTRAN to MATLAB.

In addition, MATLAB source codes are available electronically for all of the examples so that the interested reader can verify concepts and explore issues beyond the scope of the text.

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