19 Jun 2009
This text is a practical guide to building Kalman filters and shows how the filtering equations can be applied to real-life problems. All of the background material required for understanding the text's concepts is presented in the first chapter. Numerous examples are presented in detail showing the many ways in which Kalman filters can be designed. The text thoroughly sets up a problem before the Kalman filter is actually formulated in order to give the reader an intuitive feel for the problem being addressed.