"...an authentic magnum opus worth much more than its weight in gold!" IEEE Transactions on Automatic Control, from a review of the First Edition "The best book I've seen on the subject of Kalman filtering ...Reading other books on Kalman filters and not this one could make you a very dangerous Kalman filter engineer." Amazon.com, from a review of the First Edition In this practical introduction to Kalman filtering theory and applications, authors Grewal and Andrews draw upon their decades of experience to offer an in-depth examination of the subtleties, common problems, and limitations of estimation theory as it applies to real-world situations. They provide many illustrative examples drawn from an array of application areas including GPS-aided INS, the modeling of gyros and accelerometers, inertial navigation, and freeway traffic control.; In addition, they share many hard-won lessons about, and original methods for, designing, implementing, validating, and improving Kalman filters, including techniques for: Representing the problem in a mathematical model Analyzing estimator performance as a function of model parameters Implementing the mechanization equations in numerically stable algorithms Assessing computational requirements Testing the validity of results Monitoring filter |