Written for students and engineers, this book provides comprehensive coverage of the Kalman filter and its applications. The book starts with recursive filters and the basics of Kalman filters, and gradually expands to applications for nonlinear systems through extended and unscented Kalman filters. Topics include average filters, low-pass filters, estimation processes, and estimating velocity from position.
MATLAB is used to solve numerous examples in the book. In addition, a supplemental set of MATLAB code files is available for download.