kalman filter text

[2dye4]

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

 

[IRstuff]

Kind of hard to do, when almost every application of a Kalman filter uses matrices.

Have you tried

"Fundamentals of Kalman Filtering" by Zarchan and Musoff




TTFN

 

[MacGyverS2000]

I can't suggest a specific book, but going the Van Trees route is pure masochism! Van Trees is an awesome book for pure theory, but trying to understand something from scratch using his material can be quite painful. I recently found his material republished in three volumes, but never got around to picking it up. Eventually...

 

[betkro]

Hi, 2dye4. Do you have a specific application in mind, all-pass, SSB, VSB, digital or analog data filtering, etc.?

 

[2dye4]

Hi
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

 

[IRstuff]

Kalman's original paper is quite theoretical and somewhat irrelevant to most modern implementations of the algorithm.

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

 

[rollingrock]

You might benefit from the information available from the website:

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