文档介绍：Kalman Filtering: Theory and Practice Using MATLAB, Second Edition,
Mohinder S. Grewal, Angus P. Andrews
Copyright # 2001 John Wiley & Sons, Inc.
ISBNs: 0-471-39254-5 (Hardback); 0-471-26638-8 (Electronic)
Kalman Filtering
Kalman Filtering:
Theory and Practice
Using MATLAB
Second Edition
MOHINDER S. GREWAL
California State University at Fullerton
ANGUS P. ANDREWS
Rockwell Science Center
A Wiley-Interscience Publication
John Wiley & Sons, Inc.
NEW YORK CHICHESTER WEINHEIM BRISBANE SINGAPORE TORONTO
Copyright # 2001 by John Wiley & Sons, Inc. All rights reserved.
No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form
or by any means, electronic or mechanical, including uploading, downloading, printing, piling,
recording or otherwise, except as permitted under Sections 107 or 108 of the 1976 United States
Copyright Act, without the prior written permission of the Publisher. Requests to the Publisher for
permission should be addressed to the Permissions Department, John Wiley & Sons, Inc., 605 Third
Avenue, New York, NY 10158-0012, (212) 850-6011, fax (212) 850-6008,
E-Mail: PERMREQ @ .
This publication is designed to provide accurate and authoritative information in regard to the subject
matter covered. It is sold with the understanding that the publisher is not engaged in rendering professional
services. If professional advice or other expert assistance is required, the services of petent
professional person should be sought.
ISBN 0-471-26638-8.
This title is also available in print as ISBN 0-471-39254-5.
For more information about Wiley products, visit our web site at .
Contents
PREFACE ix
ACKNOWLEDGMENTS xiii
1 General Information 1
On Kalman Filtering 1
On Estimation Methods 5
On the Notation Used in This Book 20
Summary 22
Problems 23
2 Linear Dynamic Systems 25
Chapter Focus 25
DynamicSystems 26
Continuous Linear Sy