Kalman Filtering : Theory and Practice Using MATLAB - Hardcover

Grewal, Mohinder S.; Andrews, Angus P.

Hardcover

ISBN 10: 0471392545 ISBN 13: 9780471392545

Publisher: Wiley-Interscience, 2001

Synopsis

". . . 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 performance in operation
As the best way to understand and master a technology is to observe it in action, Kalman Filtering: Theory and Practice Using MATLAB(r), Second Edition includes companion software in MATLAB(r), providing users with an opportunity to experience first hand the filter's workings and its limitations.
This updated and revised edition of Grewal and Andrews's classic guide is an indispensable working resource for engineers and computer scientists involved in the design of aerospace and aeronautical systems, global positioning and radar tracking systems, power systems, and biomedical instrumentation.

An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.

About this title

From the Back Cover:

". . . an authentic magnum opus worth much more than its weight in gold!"
from a review of the First Edition — IEEE Transactions on Automatic Control

"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."
from a review of the First Edition — Amazon.com

In this practical introduction to Kalman filtering theory and applications, authors Mohinder Grewal and Angus 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 performance in operation

As the best way to understand and master a technology is to observe it in action, Kalman Filtering: Theory and Practice Using MATLAB®, Second Edition includes companion software in MATLAB®, providing users with an opportunity to experience firsthand the filter's workings and its limitations.

This updated and revised edition of Grewal and Andrews's classic guide is an indispensable working resource for engineers and computer scientists involved in the design of aerospace and aeronautical systems, global positioning and radar tracking systems, power systems, and biomedical instrumentation.

About the Author:

MOHINDER S. GREWAL, PhD, PE, is Professor of Electrical Engineering in the College of Engineering and Computer Science at California State University, Fullerton. He has more than thirty-five years of experience in inertial navigation and control, and his mechanizations are currently used in commercial and military aircraft, surveillance satellites, missile and radar systems, and freeway traffic control.

ANGUS P. ANDREWS, PhD, is a senior scientist at the Rockwell Science Center. His experience with aerospace systems analysis and design using Kalman filters began with his involvement in the Apollo moon project, and he is credited with the discovery of unknown landmark tracking as an orbital navigation method.

About this edition

• Publisher: Wiley-Interscience
• Publication date: 2001
• ISBN 10: 0471392545
• ISBN 13: 9780471392545
• Binding: Hardcover
• Edition number: 2
• Number of pages: 401