Forums

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