Kalman Filtering with Real-Time Applications

“This book is suitable for self-study as well as for use in a one-quarter or one-semester introductory course on Kalman filtering theory for upper-division undergraduate or first-year graduate to applied mathematics or engineering students.” (Mikhail P. Moklyachuk, zbMath 1416.93001, 2019)



“Kalman filtering (KF) is a wide class of algorithms designed, in words selected from this outstanding book, ‘to obtain an optimal estimate’ of the state of a system from information in the presence of noise. … It is also written to serve as a reference for engineers … . The book has my highest recommendation, and it will reward readers for careful and iterative study of its text and well-designed exercises.” (Computing Reviews, October, 2017)