Kalman Filtering: Theory and Practice
Mohinder S. Grewal, Angus P. Andrews · Medical Entomology and Zoology · 1993
1. General Information. 2. Linear Dynamic Systems. 3. Random Processes and Stochastic Systems. 4. Linear Optimal Filters and Predictors. 5. Nonlinear Applications. 6. Implementation Methods. 7. Practical Considerations. Appendix A: Software. Appendix B: A Matrix Refresher.