Kalman Filtering: Theory and Practice with MATLAB, Edition 4

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The definitive textbook and professional reference on Kalman Filtering – fully updated, revised, and expanded

This book contains the latest developments in the implementation and application of Kalman filtering. Authors Grewal and Andrews draw upon their decades of experience to offer an in-depth examination of the subtleties, common pitfalls, and limitations of estimation theory as it applies to real-world situations. They present many illustrative examples including adaptations for nonlinear filtering, global navigation satellite systems, the error modeling of gyros and accelerometers, inertial navigation systems, and freeway traffic control.

Kalman Filtering: Theory and Practice Using MATLAB, Fourth Edition is 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.

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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 forty 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 Global Navigation Satellite Systems.

Angus P. Andrews, PhD, is an MIT graduate with a PhD in mathematics from UCLA.  His career in aerospace technology development spans more than 50 years, starting with navigation analysis for the Apollo moon missions, and including a dozen years in the analysis, design, development, and testing of inertial navigation systems.  His discoveries included the orbital navigation method called unknown landmark tracking, alternative solutions for square root filters, and a model for bearing torques of electrostatic gyroscopes.  Since retiring as a senior scientist from the Rockwell Science Center in 2000, he has continued consulting and instructing in sensor error modeling and analysis, and publishing articles and books on these subjects.

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Additional Information

Publisher
John Wiley & Sons
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Published on
Dec 29, 2014
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Pages
640
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ISBN
9781118984918
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Language
English
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Genres
Technology & Engineering / Electrical
Technology & Engineering / Remote Sensing & Geographic Information Systems
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Content Protection
This content is DRM protected.
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Mohinder S. Grewal
An updated guide to GNSS, and INS, and solutions to real-world GNSS/INS problems with Kalman filtering

Written by recognized authorities in the field, this third edition of a landmark work provides engineers, computer scientists, and others with a working familiarity of the theory and contemporary applications of Global Navigation Satellite Systems (GNSS), Inertial Navigational Systems, and Kalman filters. Throughout, the focus is on solving real-world problems, with an emphasis on the effective use of state-of-the-art integration techniques for those systems, especially the application of Kalman filtering. To that end, the authors explore the various subtleties, common failures, and inherent limitations of the theory as it applies to real-world situations, and provide numerous detailed application examples and practice problems, including GNSS-aided INS (tightly and loosely coupled), modeling of gyros and accelerometers, and SBAS and GBAS.

Drawing upon their many years of experience with GNSS, INS, and the Kalman filter, the authors present numerous design and implementation techniques not found in other professional references. The Third Edition includes:

Updates on the upgrades in existing GNSS and other systems currently under development Expanded coverage of basic principles of antenna design and practical antenna design solutions Expanded coverage of basic principles of receiver design and an update of the foundations for code and carrier acquisition and tracking within a GNSS receiver Expanded coverage of inertial navigation, its history, its technology, and the mathematical models and methods used in its implementation Derivations of dynamic models for the propagation of inertial navigation errors, including the effects of drifting sensor compensation parameters Greatly expanded coverage of GNSS/INS integration, including derivation of a unified GNSS/INS integration model, its MATLAB® implementations, and performance evaluation under simulated dynamic conditions

The companion website includes updated background material; additional MATLAB scripts for simulating GNSS-only and integrated GNSS/INS navigation; satellite position determination; calculation of ionosphere delays; and dilution of precision.

Mohinder S. Grewal
An updated guide to GNSS, and INS, and solutions to real-world GNSS/INS problems with Kalman filtering

Written by recognized authorities in the field, this third edition of a landmark work provides engineers, computer scientists, and others with a working familiarity of the theory and contemporary applications of Global Navigation Satellite Systems (GNSS), Inertial Navigational Systems, and Kalman filters. Throughout, the focus is on solving real-world problems, with an emphasis on the effective use of state-of-the-art integration techniques for those systems, especially the application of Kalman filtering. To that end, the authors explore the various subtleties, common failures, and inherent limitations of the theory as it applies to real-world situations, and provide numerous detailed application examples and practice problems, including GNSS-aided INS (tightly and loosely coupled), modeling of gyros and accelerometers, and SBAS and GBAS.

Drawing upon their many years of experience with GNSS, INS, and the Kalman filter, the authors present numerous design and implementation techniques not found in other professional references. The Third Edition includes:

Updates on the upgrades in existing GNSS and other systems currently under development Expanded coverage of basic principles of antenna design and practical antenna design solutions Expanded coverage of basic principles of receiver design and an update of the foundations for code and carrier acquisition and tracking within a GNSS receiver Expanded coverage of inertial navigation, its history, its technology, and the mathematical models and methods used in its implementation Derivations of dynamic models for the propagation of inertial navigation errors, including the effects of drifting sensor compensation parameters Greatly expanded coverage of GNSS/INS integration, including derivation of a unified GNSS/INS integration model, its MATLAB® implementations, and performance evaluation under simulated dynamic conditions

The companion website includes updated background material; additional MATLAB scripts for simulating GNSS-only and integrated GNSS/INS navigation; satellite position determination; calculation of ionosphere delays; and dilution of precision.

Mohinder S. Grewal
The only comprehensive guide to Kalman filtering and its applications to real-world GPS/INS problems

Written by recognized authorities in the field, this book provides engineers, computer scientists, and others with a working familiarity with the theory and contemporary applications of Global Positioning Systems (GPS), Inertial Navigational Systems, and Kalman filters. Throughout, the focus is on solving real-world problems, with an emphasis on the effective use of state-of-the-art integration techniques for those systems, especially the application of Kalman filtering. To that end, the authors explore the various subtleties, common failures, and inherent limitations of the theory as it applies to real-world situations, and provide numerous detailed application examples and practice problems, including GPS-aided INS, modeling of gyros and accelerometers, and WAAS and LAAS.

Drawing upon their many years of experience with GPS, INS, and the Kalman filter, the authors present numerous design and implementation techniques not found in other professional references, including original techniques for:
* Representing the problem in a mathematical model
* Analyzing the performance of the GPS sensor as a function of model parameters
* Implementing the mechanization equations in numerically stable algorithms
* Assessing computation requirements
* Testing the validity of results
* Monitoring GPS, INS, and Kalman filter performance in operation

In order to enhance comprehension of the subjects covered, the authors have included software in MATLAB, demonstrating the workings of the GPS, INS, and filter algorithms. In addition to showing the Kalman filter in action, the software also demonstrates various practical aspects of finite word length arithmetic and the need for alternative algorithms to preserve result accuracy.

An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.

Mohinder S. Grewal
An updated guide to GNSS and INS, and solutions to real-world GPS/INS problems with Kalman filtering

Written by recognized authorities in the field, this second edition of a landmark work provides engineers, computer scientists, and others with a working familiarity with the theory and contemporary applications of Global Navigation Satellite Systems (GNSS), Inertial Navigational Systems (INS), and Kalman filters. Throughout, the focus is on solving real-world problems, with an emphasis on the effective use of state-of-the-art integration techniques for those systems, especially the application of Kalman filtering. To that end, the authors explore the various subtleties, common failures, and inherent limitations of the theory as it applies to real-world situations, and provide numerous detailed application examples and practice problems, including GNSS-aided INS, modeling of gyros and accelerometers, and SBAS and GBAS.

Drawing upon their many years of experience with GNSS, INS, and the Kalman filter, the authors present numerous design and implementation techniques not found in other professional references. This Second Edition has been updated to include:

GNSS signal integrity with SBAS Mitigation of multipath, including results Ionospheric delay estimation with Kalman filters New MATLAB programs for satellite position determination using almanac and ephemeris data and ionospheric delay calculations from single and dual frequency data New algorithms for GEO with L1 /L5 frequencies and clock steering Implementation of mechanization equations in numerically stable algorithms

To enhance comprehension of the subjects covered, the authors have included software in MATLAB, demonstrating the working of the GNSS, INS, and filter algorithms. In addition to showing the Kalman filter in action, the software also demonstrates various practical aspects of finite word length arithmetic and the need for alternative algorithms to preserve result accuracy.

Mohinder S. Grewal
An updated guide to GNSS, and INS, and solutions to real-world GNSS/INS problems with Kalman filtering

Written by recognized authorities in the field, this third edition of a landmark work provides engineers, computer scientists, and others with a working familiarity of the theory and contemporary applications of Global Navigation Satellite Systems (GNSS), Inertial Navigational Systems, and Kalman filters. Throughout, the focus is on solving real-world problems, with an emphasis on the effective use of state-of-the-art integration techniques for those systems, especially the application of Kalman filtering. To that end, the authors explore the various subtleties, common failures, and inherent limitations of the theory as it applies to real-world situations, and provide numerous detailed application examples and practice problems, including GNSS-aided INS (tightly and loosely coupled), modeling of gyros and accelerometers, and SBAS and GBAS.

Drawing upon their many years of experience with GNSS, INS, and the Kalman filter, the authors present numerous design and implementation techniques not found in other professional references. The Third Edition includes:

Updates on the upgrades in existing GNSS and other systems currently under development Expanded coverage of basic principles of antenna design and practical antenna design solutions Expanded coverage of basic principles of receiver design and an update of the foundations for code and carrier acquisition and tracking within a GNSS receiver Expanded coverage of inertial navigation, its history, its technology, and the mathematical models and methods used in its implementation Derivations of dynamic models for the propagation of inertial navigation errors, including the effects of drifting sensor compensation parameters Greatly expanded coverage of GNSS/INS integration, including derivation of a unified GNSS/INS integration model, its MATLAB® implementations, and performance evaluation under simulated dynamic conditions

The companion website includes updated background material; additional MATLAB scripts for simulating GNSS-only and integrated GNSS/INS navigation; satellite position determination; calculation of ionosphere delays; and dilution of precision.

Mohinder S. Grewal
An updated guide to GNSS, and INS, and solutions to real-world GNSS/INS problems with Kalman filtering

Written by recognized authorities in the field, this third edition of a landmark work provides engineers, computer scientists, and others with a working familiarity of the theory and contemporary applications of Global Navigation Satellite Systems (GNSS), Inertial Navigational Systems, and Kalman filters. Throughout, the focus is on solving real-world problems, with an emphasis on the effective use of state-of-the-art integration techniques for those systems, especially the application of Kalman filtering. To that end, the authors explore the various subtleties, common failures, and inherent limitations of the theory as it applies to real-world situations, and provide numerous detailed application examples and practice problems, including GNSS-aided INS (tightly and loosely coupled), modeling of gyros and accelerometers, and SBAS and GBAS.

Drawing upon their many years of experience with GNSS, INS, and the Kalman filter, the authors present numerous design and implementation techniques not found in other professional references. The Third Edition includes:

Updates on the upgrades in existing GNSS and other systems currently under development Expanded coverage of basic principles of antenna design and practical antenna design solutions Expanded coverage of basic principles of receiver design and an update of the foundations for code and carrier acquisition and tracking within a GNSS receiver Expanded coverage of inertial navigation, its history, its technology, and the mathematical models and methods used in its implementation Derivations of dynamic models for the propagation of inertial navigation errors, including the effects of drifting sensor compensation parameters Greatly expanded coverage of GNSS/INS integration, including derivation of a unified GNSS/INS integration model, its MATLAB® implementations, and performance evaluation under simulated dynamic conditions

The companion website includes updated background material; additional MATLAB scripts for simulating GNSS-only and integrated GNSS/INS navigation; satellite position determination; calculation of ionosphere delays; and dilution of precision.

Mohinder S. Grewal
An updated guide to GNSS and INS, and solutions to real-world GPS/INS problems with Kalman filtering

Written by recognized authorities in the field, this second edition of a landmark work provides engineers, computer scientists, and others with a working familiarity with the theory and contemporary applications of Global Navigation Satellite Systems (GNSS), Inertial Navigational Systems (INS), and Kalman filters. Throughout, the focus is on solving real-world problems, with an emphasis on the effective use of state-of-the-art integration techniques for those systems, especially the application of Kalman filtering. To that end, the authors explore the various subtleties, common failures, and inherent limitations of the theory as it applies to real-world situations, and provide numerous detailed application examples and practice problems, including GNSS-aided INS, modeling of gyros and accelerometers, and SBAS and GBAS.

Drawing upon their many years of experience with GNSS, INS, and the Kalman filter, the authors present numerous design and implementation techniques not found in other professional references. This Second Edition has been updated to include:

GNSS signal integrity with SBAS Mitigation of multipath, including results Ionospheric delay estimation with Kalman filters New MATLAB programs for satellite position determination using almanac and ephemeris data and ionospheric delay calculations from single and dual frequency data New algorithms for GEO with L1 /L5 frequencies and clock steering Implementation of mechanization equations in numerically stable algorithms

To enhance comprehension of the subjects covered, the authors have included software in MATLAB, demonstrating the working of the GNSS, INS, and filter algorithms. In addition to showing the Kalman filter in action, the software also demonstrates various practical aspects of finite word length arithmetic and the need for alternative algorithms to preserve result accuracy.

Mohinder S. Grewal
The only comprehensive guide to Kalman filtering and its applications to real-world GPS/INS problems

Written by recognized authorities in the field, this book provides engineers, computer scientists, and others with a working familiarity with the theory and contemporary applications of Global Positioning Systems (GPS), Inertial Navigational Systems, and Kalman filters. Throughout, the focus is on solving real-world problems, with an emphasis on the effective use of state-of-the-art integration techniques for those systems, especially the application of Kalman filtering. To that end, the authors explore the various subtleties, common failures, and inherent limitations of the theory as it applies to real-world situations, and provide numerous detailed application examples and practice problems, including GPS-aided INS, modeling of gyros and accelerometers, and WAAS and LAAS.

Drawing upon their many years of experience with GPS, INS, and the Kalman filter, the authors present numerous design and implementation techniques not found in other professional references, including original techniques for:
* Representing the problem in a mathematical model
* Analyzing the performance of the GPS sensor as a function of model parameters
* Implementing the mechanization equations in numerically stable algorithms
* Assessing computation requirements
* Testing the validity of results
* Monitoring GPS, INS, and Kalman filter performance in operation

In order to enhance comprehension of the subjects covered, the authors have included software in MATLAB, demonstrating the workings of the GPS, INS, and filter algorithms. In addition to showing the Kalman filter in action, the software also demonstrates various practical aspects of finite word length arithmetic and the need for alternative algorithms to preserve result accuracy.

An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.

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