文档介绍：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
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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 Systems and Their Solutions 30
Discrete Linear Systems and Their Solutions 41
Observability of Linear DynamicSystem Models 42
Procedures puting Matrix Exponentials 48
Summary 50
Problems 53
3 Random Processe