The definitive textbook and professional reference on KalmanFiltering – fully updated, revised, and expanded
This book contains the latest developments in the implementationand application of Kalman filtering. Authors Grewal and Andrewsdraw upon their decades of experience to offer an in-depthexamination of the subtleties, common pitfalls, and limitations ofestimation theory as it applies to real-world situations. Theypresent many illustrative examples including adaptations fornonlinear filtering, global navigation satellite systems, the errormodeling of gyros and accelerometers, inertial navigation systems,and freeway traffic control.
Kalman Filtering: Theory and Practice Using MATLAB, FourthEdition is an ideal textbook in advanced undergraduate andbeginning graduate courses in stochastic processes and Kalmanfiltering. It is also appropriate for self-instruction or review bypracticing engineers and scientists who want to learn more aboutthis important topic.
Mohinder S. Grewal, PhD, PE, is Professor of ElectricalEngineering in the College of Engineering and Computer Science atCalifornia State University, Fullerton. He has more than fortyyears of experience in inertial navigation and control, and hismechanizations are currently used in commercial and militaryaircraft, surveillance satellites, missile and radar systems,freeway traffic control, and Global Navigation SatelliteSystems.
Angus P. Andrews, PhD, is an MIT graduate with a PhD inmathematics from UCLA. His career in aerospace technologydevelopment spans more than 50 years, starting with navigationanalysis for the Apollo moon missions, and including a dozen yearsin the analysis, design, development, and testing of inertialnavigation systems. His discoveries included the orbitalnavigation method called unknown landmark tracking, alternativesolutions for square root filters, and a model for bearing torquesof electrostatic gyroscopes. Since retiring as a seniorscientist from the Rockwell Science Center in 2000, he hascontinued consulting and instructing in sensor error modeling andanalysis, and publishing articles and books on these subjects.