Fundamentals of Kalman Filtering: A Practical Approach (Progress in Astronautics and Aeronautics) [Hardcover]

Paul Zarchan (Author), Howard Musoff (Author)

Book Description

Publication Date: January 2005 | ISBN-10: 1563476940 | ISBN-13: 978-1563476945 | Edition: 2

This text is a practical guide to building Kalman filters and shows how the filtering equations can be applied to real-life problems. Numerous examples are presented in detail, showing the many ways in which Kalman filters can be designed. Computer code written in FORTRAN, MATLAB[registered], and True BASIC accompanies all of the examples so that the interested reader can verify concepts and explore issues beyond the scope of the text. Sometimes mistakes are introduced intentionally to the initial filter designs to show the reader what happens when the filter is not working properly. The text spends a great deal of time setting up a problem before the Kalman filter is actually formulated to give the reader an intuitive feel for the problem being addressed. Real problems are seldom presented in the form of differential equations and they usually do not have unique solutions. Therefore, the authors illustrate several different filtering approaches for tackling a problem. Readers will gain experience in software and performance tradeoffs for determining the best filtering approach for the application at hand. The second edition has two new chapters and an additional appendix. In the first new chapter, a recursive digital filter known as the fading memory filter is introduced and it is shown that for some radar tracking applications the fading memory filter can yield similar performance to a Kalman filter at far less computational cost. A second new chapter presents techniques for improving Kalman filter performance. Included is a practical method for preprocessing measurement data when there are too many measurements for the filter to utilize in a given amount of time. The chapter also contains practical methods for making the Kalman filter adaptive. A new appendix has been added which serves as a central location and summary for the text's most important concepts and formulas. MATLAB is a registered trademark of The MathWorks, Inc.

Editorial Reviews

About the Author

Paul Zarchan has a BSEE degree from the City College of New York and an MSEE degree from Columbia University. He has more than 30 years' experience in the missile guidance and control field and has worked as Principal Engineer for Raytheon, served as Senior Research Engineer with the Israeli Ministry of Defense and is currently a Principal Member of the Technical Staff at the Charles Stark Draper Laboratory.

Dr. Howard Musoff has a BSEE degree from the City College of New York, an MSEE degree from Northeastern University, and an Sc.D.degree from MIT. He is a Principal Member of the Technical Staff at the Charles Stark Draper Laboratory, were he has been employed for more than 40 years. Among other tasks, he designs Kalman filters for applications in the filed of inertial navigation. Dr. Musoff is also a co-holder of two patents in that field. --This text refers to an alternate Hardcover edition.

Product Details

• Hardcover: 765 pages
• Publisher: AIAA (American Institute of Aeronautics & Ast; 2 edition (January 2005)
• Language: English
• ISBN-10: 1563476940
• ISBN-13: 978-1563476945
• Product Dimensions: 9.2 x 6.4 x 1.9 inches
• Shipping Weight: 2.5 pounds (View shipping rates and policies)
• Average Customer Review: 5.0 out of 5 stars  See all reviews (4 customer reviews)
• Amazon Best Sellers Rank: #1,519,614 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews

19 of 20 people found the following review helpful:

5.0 out of 5 stars information, December 8, 2005

By 

Paul Zarchan - See all my reviews

This review is from: Fundamentals of Kalman Filtering: A Practical Approach (Progress in Astronautics and Aeronautics) (Hardcover)

Although I am disappointed in the second reviewers comments he is wrong concerning the code. Complete code is presented in the text and is on CD for all of the examples. Readers can now make up their own mind before purchasing the text. If you go to the Google Book Search and type in Zarchan you will be able to read the entire text. I suggest people who have previously been terrified of Kalman filters and want to learn how to build one, read the Introduction and possibly the second Chapter to see if the text meets their needs and is in accordance with their individual learning styles. I know that many readers have found the text useful.

10 of 10 people found the following review helpful:

5.0 out of 5 stars A great book, February 22, 2005

By 

Michael Sherback "m_sherback" (Ithaca, NY) - See all my reviews
(REAL NAME)   

This review is from: Fundamentals of Kalman Filtering: A Practical Approach (Progress in Astronautics and Aeronautics) (Hardcover)

This book builds up the concepts needed to understand Kalman filtering from very basic ideas like least squares, and tries to keep things grounded in practical examples. It is, as advertised, the practical approach, totally unpretentious, and clearly written.

The commenter referred to as the 'second commenter' in the author's comment has apparently withdrawn his comment and is not me.

7 of 8 people found the following review helpful:

5.0 out of 5 stars A well written and practical textbook, September 22, 2006

By 

Neil Milligan (Perth, Australia) - See all my reviews
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Amazon Verified Purchase

This review is from: Fundamentals of Kalman Filtering: A Practical Approach (Progress in Astronautics and Aeronautics) (Hardcover)

I purchased this book primarily to gain some basic understanding of kalman filtering, but have found the book so interesting and engaging that I have taken the time to rewrite the code to pascal and run the examples etc, as presented in the book. Being a systems engineer by education, but not by profession, the approach used in the book allowed me to apply some of my previous but unused training very efficiently.

The practical approach, along with just enough notation to be rigorous, makes for a thoughtful read, but is still easily understood. When combined with the examples, the alternative approaches presented and the code it achieves exactly what the authors state as their objectives.