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Kalman Filtering: Theory and Practice Using MATLAB [Hardcover]

Mohinder S. Grewal , Angus P. Andrews
4.0 out of 5 stars  See all reviews (4 customer reviews)

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Book Description

September 9, 2008 0470173661 978-0470173664 3
This book provides readers with a solid introduction to the theoretical and practical aspects of Kalman filtering. It has been updated with the latest developments in the implementation and application of Kalman filtering, including adaptations for nonlinear filtering, more robust smoothing methods, and developing applications in navigation. All software is provided in MATLAB, giving readers the opportunity to discover how the Kalman filter works in action and to consider the practical arithmetic needed to preserve the accuracy of results.

Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.

An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department -- to obtain the manual, send an email to ialine@wiley.com.


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Editorial Reviews

From the Back Cover

From Reviews of the First Edition

"An authentic magnum opus worth much more than its weight in gold!"
IEEE Transactions on Automatic Control

The proven textbook on Kalman filtering—now fully updated, revised, and expanded

This book successfully provides readers with a solid introduction to the theoretical and practical aspects of Kalman filtering. Authors Grewal and Andrews draw upon their decades of experience to offer an in-depth examination of the subtleties, common problems, and limitations of estimation theory as it applies to real-world situations. They present many illustrative examples drawn from an array of application areas including GNSS-aided INS, the modeling of gyros and accelerometers, inertial navigation, and freeway traffic control. In addition, they share many hard-won lessons about, and original methods for, designing, implementing, validating, and improving Kalman filters.

This Third Edition has been updated with the latest developments in the implementation and application of Kalman filtering, including adaptations for nonlinear filtering, more robust smoothing methods, and developing applications in navigation. All software is provided in MATLAB, giving readers the opportunity to discover how the Kalman filter works in action and to consider the practical arithmetic needed to preserve the accuracy of results.

This updated and revised edition of Grewal and Andrews's classic guide is an indispensable working resource for engineers and computer scientists involved in the design of aerospace and aeronautical systems, global positioning and radar tracking systems, navigation, power systems, and biomedical instrumentation.

Kalman Filtering: Theory and Practice Using MATLAB, Third Edition serves as an ideal textbook in advanced undergraduate and beginning graduate courses in stochastic processes and Kalman filtering. It is also appropriate for self-instruction or review by practicing engineers and scientists who want to learn more about this important topic.

About the Author

Mohinder S. Grewal, PhD, PE, is Professor of Electrical Engineering in the College of Engineering and Computer Science at California State University, Fullerton. He has more than thirty-five years of experience in inertial navigation and control, and his mechanizations are currently used in commercial and military aircraft, surveillance satellites, missile and radar systems, freeway traffic control, and the Global Navigation Satellite System.

Angus P. Andrews, PhD, is a retired senior scientist from the Rockwell Science Center. His experience with aerospace systems analysis and design using Kalman filters began with his involvement in the Apollo moon project, and he is credited with the discovery of unknown landmark tracking as an orbital navigation method.


Product Details

  • Hardcover: 592 pages
  • Publisher: Wiley-IEEE Press; 3 edition (September 9, 2008)
  • Language: English
  • ISBN-10: 0470173661
  • ISBN-13: 978-0470173664
  • Product Dimensions: 9.4 x 6.3 x 1.2 inches
  • Shipping Weight: 2.1 pounds (View shipping rates and policies)
  • Average Customer Review: 4.0 out of 5 stars  See all reviews (4 customer reviews)
  • Amazon Best Sellers Rank: #1,052,150 in Books (See Top 100 in Books)

Customer Reviews

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5 of 5 people found the following review helpful
5.0 out of 5 stars Notes re "Textcollector" Student review May 14, 2013
Format:Hardcover
This is the 3rd edition of the book, released in 2008. It followed the well-received 2nd edition and first edition, released in 2001 and 1994, respectively.

About 6 months ago, Amazon included positive reviews of this book, but those reviews have disappeared. The first edition of the book was reviewed by a qualified reviewer in the IEEE Transactions on Automatic Control, Vol. 40, No. 11, November 1995, pp. 1983-6 and also reviewed in Proceedings of IEEE, February 1996, pp. 321-304. Quotes from the review include: Many implementation issues which are not to be found in any one prior book are presented and explored...veteran KF applications authors are well qualified by experience and accomplishments to undertake their ambitious goal of becoming mentors to the next generation of information age systems engineers...The concluding Chapter 7 (in the 3rd Edition, it is Chapter 8) is worth many times the price of the book in terms of practical advice...An authentic magnum opus worth much more than its weight in gold! [...]

The 3rd edition of the book begins with random processes/sequences, linear and nonlinear estimators, including unscented Kalman filter (for nonlinear systems). All of the examples and problems are original and related to real world problems, some using MATLAB®, an added plus for the serious user of the text. The main thrust of the book is on implementation methods and practical considerations (filter tuning) of Kalman filtering. The last chapter gives a MATLAB® example on GNSS/INS integration for loosely and tightly coupled and includes code.

The most complete book on GNSS/INS is our latest book Global Navigation Satellite Systems, Inertial Navigation and Integration, the 3rd edition of which was released in February 2013.
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2 of 2 people found the following review helpful
Format:Hardcover|Verified Purchase
This book is a great overview of the state-of-the-art in Kalman Filtering (KF) and teaches you how to start using KF theory for practical applications. There are more than 40 books written on the theory of Kalman Filtering. So, you will not find the traditional detailed derivations here for which you will have to dig various older books and papers. But some of the pertinent results with adequate theoretical information are summarized to enable the reader to start applying the theory. However, this book along with the author's companion books, Global Positioning Systems, Inertial Navigation, and Integration (2nd edition) and Global Navigation Satellite Systems, Inertial Navigation, and Integration (3rd edition) are ideal for learning how to apply KF to set up problems in GPS, GNSS and INS. Therefore, over a period of one year, I have used all 3 books in order to help me advance my expertise in the KF applications techniques in these 3 areas. I had been introduced to KF theory in a course in my Systems Science Ph.D program at Michigan State University using a book called "Uncertain Dynamic Systems" by Schweppe. Prior to Grewal's books, among other books, I had used the book "Applied Optimal Estimation by Gelb" and the 3 volume set by Peter Maybeck on Stochastic Models which is a masterpiece for GNC, INS and Missile Guidance applications but meant only for students and professionals with a very strong background in advanced mathematics and state space modeling, including very serious and seasoned researchers and graduates in Stochastic Optimal Control and Systems Science. So, this book by Dr.Mohinder Grewal and its 2 recommended companion books are a fast track way to get quickly into applications of KF to GPS, GNSS and INS, provided you have a good background at the level of the book by Papoulis on Probability and Stochastic Processes. -Dr.Humayun Akhtar, email: hakhtar0027@gmail.com
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5.0 out of 5 stars Five Stars June 28, 2014
Format:Hardcover|Verified Purchase
Excellent in all respects!.
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5 of 10 people found the following review helpful
Format:Hardcover
Of the Kalman filtering books available on Amazon this one is the second weakest when viewed from the eye of someone actually wanting a guide to implement a fused sensor system. The weakest was the second edition of this book that shamelessly copied examples from the 1974 Gelb "Applied Optimal Estimation".

The added chapter on GPS+INS navigation added in this book is not thorough enough to be practically useful, but may serve as interest reading.

For an author that has such a supposedly long history of experience, the book that bears his name is a pale shadow of that produced by much less "experienced" authors such as the excellent Paul D. Groves book "Principles of GNSS, Inertial, and Multisensor Integrated Navigation Systems", or the competent "Aided Navigation: GPS with high rate sensors by Jay Farrell".

Do not buy this book as a practical guide to making a working sensor fusion system.
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