kalman filter text
kalman filter text
(OP)
Does anyone know a book that teaches Kalman Filtering
on a level one can learn from independant study.
I have tried Van Trees with no luck.
Is there a dummies book about Kalman Filtering.
Something with more pictures and less matrix equations??
Thanks
on a level one can learn from independant study.
I have tried Van Trees with no luck.
Is there a dummies book about Kalman Filtering.
Something with more pictures and less matrix equations??
Thanks





RE: kalman filter text
Have you tried
"Fundamentals of Kalman Filtering" by Zarchan and Musoff
TTFN
RE: kalman filter text
RE: kalman filter text
RE: kalman filter text
thanks for your responses.
IRstuff I will give that book a try.
I read the paper from R.E. Kalman and it is very difficult.
Betkro
I have in mind system identification and prediction of
linear systems. No specific applications yet.
Thanks
RE: kalman filter text
As I mentioned earlier, Kalman filters, by their nature, are implicitly matrix, or more properly, state-space, problems.
Another book, Eli Brookner's "Tracking and Kalman Filtering Made Easy," shows that the Kalman filter, when simplified is actually functionally equivalent to various other filters such as the alpha-beta filter.
The alpha-beta filter paradigm is probably the only half-way simple description of the Kalman filter.
Don't know if you're done all the websearches, but there are a number of websites as well as Matlab code floating around.
TTFN
RE: kalman filter text
http://www.cs.unc.edu/~welch/kalman/
Also, there's a short introductory book called "A Poor Man's Explanation of Kalman Filtering (or How I stopped worrying and learned to love matrix inversion)", available from http://www.taygeta.com/kalman_book.html
Good luck,
MC