Kalman filtering : theory and practice using MATLAB® / Mohinder S. Grewal, Angus P. Andrews.
Material type:
FrontMatter -- Introduction -- Linear Dynamic Systems -- Probability and Expectancy -- Random Processes -- Linear Optimal Filters and Predictors -- Optimal Smoothers -- Implementation Methods -- Nonlinear Approximations -- Practical Considerations -- Applications to Navigation -- Appendix A: Software.
Includes bibliographical references and index.
Print version record.
Computer Science and Engineering