MATLAB and Simulink Based Books
Written for advanced undergraduate and beginning graduate courses, this book provides readers with a comprehensive introduction to the theoretical and practical aspects of Kalman filtering. The objective of the book is to provide readers a working familiarity with both the theoretical and practical aspects of Kalman filtering by including real-world problems in practice as illustrative examples. The revised third edition includes the latest developments in the implementation and application of Kalman filtering, including adaptations for nonlinear filtering, more robust smoothing methods, and developing applications in navigation.
MATLAB is used in the book to solve real-world application examples. In addition, a supplemental set of MATLAB M-files is available on a disk bound in the book.