Paul Zarchan, Howard Musoff, "Fundamentals Of Kalman Filtering: A Practical Approach (Progress in Astronautics and Aeronautics)"
AIAA (American Institute of Aeronautics & Ast | English | 2005 | ISBN: 1563476940 | CHM | 765 | Pages | 1 MB
This text is a practical guide to building Kalman filters and shows 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. Computer code written in FORTRAN, MATLAB[registered], and True BASIC accompanies all of the examples so that the interested reader can verify concepts and explore issues beyond the scope of the text. Sometimes mistakes are introduced intentionally to the initial filter designs to show the reader what happens when the filter is not working properly.