Kalman Filter Information

                          Kalman Filter Information

      Reading list

Here is a reading list for Kalman filtering:

Bryson, A.E., and Y-C Ho, 1975; Applied Optimal Control; optimization, estimation and control, Halsted Press (John Wiley & Sons), New York, 481 pages, ISBN 0-470-26774-7

Gelb, A. (ed), 1974; Applied Optimal Estimation, MIT press, Cambridge Mass, 374 pages, ISBN 0 262 70008-5

McGee, L.A. and S.F. Schmidt, 1985; Discovery of the Kalman Filter as a Practical Tool for Aerospace and Industry, NASA Technical Memorandum 86847, Moffett Field, California, 21 pages

du Plessis, R.M., 1967; Poor man's explaination of Kalman Filters or How I stopped worrying and learned to love matrix inversion, Rockwell International Technical Note, Anaheim, California, 24 pages

The note by du Plessis is a must have classic. Its a little hard to find copies of it, ask around. The book edited by Gelb is the one book that anyone that does Kalman filtering should have on their shelf (where it is handy to get at).

      Software

Kalman Filter Package in C++.

   Everett (Skip) Carter              Phone:  408-656-3318 FAX: 408-656-2712

   Naval Postgraduate School          INTERNET: skip@taygeta.oc.nps.navy.mil
   Dept. of Oceanography, Code OC/CR  UUCP:     ...!uunet!taygeta!skip
   Monterey, CA. 93943

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