Kalman filtering : theory and practice / Mohinder S. Grewal, Angus P. Andrews
- Upper Saddle River : Prentice Hall, c1993
- XVIII, 381 p. : ill. ; 24 cm. + disk included
- Prentice-Hall information and systems science series .
Contents - 1. General information. 2. Linear dynamic systems. 3. Random processes and stochastic systems. 4. Linear optimal filters, predictors and smoothers. 5. Nonlinear applications. 6. Implementation methods. 7. Practical considerations. A. Software. B. Matrix refresher.
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