Kalman filter book and practical use?

Started by April 27, 2006
How important is it to understand all underlying theory behind Kalman
filtering to actually be able to practically implement a Kalman filter
in a design?

I would like to find a book that builds up the needed knowledge to be
able to do that. A book that doesn't jump rights a way into
complicated formulas.

I have found some recommendations to the following books:

1.) Introduction to Random Signals and Applied Kalman Filtering with
Matlab Exercises and Solutions

2.) Fundamentals Of Kalman Filtering: A Practical Approach

3.) Fundamentals of Statistical Signal Processing, Volume I: Estimation
Theory

What do you all think of these books?

<skolpojken72@yahoo.se> wrote in message
news:1146138559.695023.201400@t31g2000cwb.googlegroups.com...
> How important is it to understand all underlying theory behind Kalman > filtering to actually be able to practically implement a Kalman filter > in a design?
Prpbably THE most important thing
> > I would like to find a book that builds up the needed knowledge to be > able to do that. A book that doesn't jump rights a way into > complicated formulas.
There is an excellent no nonsense approach to KF in a book called Interfacing with C
> > I have found some recommendations to the following books: > > 1.) Introduction to Random Signals and Applied Kalman Filtering with > Matlab Exercises and Solutions > > 2.) Fundamentals Of Kalman Filtering: A Practical Approach > > 3.) Fundamentals of Statistical Signal Processing, Volume I: Estimation > Theory > > What do you all think of these books? >
skolpojken72@yahoo.se wrote:

> How important is it to understand all underlying theory behind Kalman > filtering to actually be able to practically implement a Kalman filter > in a design?
How would you know if your code is correct ?? How would you know that the code you downloaded from the web is correct ?? donald