So far we have seen how linear Kalman filters are designed and how they perform when the real world can be described by linear differential equations expressed in state-space form and when the ...

This book discusses mathematical approaches to the best possible way of estimating the state of a general system. Although the book is firmly grounded in mathematical theory, it should not be ...

Before too long, we will be relieved of the burden of long-distance driving. Given the desired destination and access to a mapping system, electronic control and navigation algorithms will select the ...

It appears that no particular approximate [nonlinear] filter is consistently better than any other, though . . . any nonlinear filter is better than a strictly linear one. 1 The Kalman filter is a ...