Kalman filtering theory (University series in modern engineering) - ISBN:091157526X

Kalman filtering theory (University series in modern engineering)

Date: 23 May 2011, 02:46

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This is a textbook intended for a one-quarter (or one-semester, depending on the pace) course at the graduate level in Engineering, The prerequisites are Elementary State-Space theory and Elementary (second-order Gaussian) Stochastic Process theory. As a textbook, it does not not purport to be a compendium of all known work on the subject. Neither is it a "trade book." Rather it attempts a logically sequenced set of topics of proven pedagogical value, emphasizing theory while not devoid of practical utility, The organization is based on experience gained over a period of ten years of class room teaching. It develops those aspects of Kalman Filtering lore which can be given a firm mathematical basis, avoiding the industry syndrome manifest in professional short courses: "Here is the recipe "Use it, it will "work"!"

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