Kalman filtering

The fourth edition of a successful textbook and professional reference on Kalman Filtering ? fully updated, revised, and expanded? New sections on the attributes of probability distributions in Kalman filtering; the new sigmaRho filter implementation; and the treatment of nonlinear approximations to Kalman filtering ? Features expanded coverage of applications in navigation, derivations and implementations for satellite and inertial navigation error models, and new examples of sensor integration? Includes a companion website with a matrix refresher, problem solutions, and MATLAB® files