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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
A Kalman Filter Primer

A Kalman Filter Primer

Eubank, Randall L.

Paperback

Series: Statistics, Textbooks and Monographs

Technology & EngineeringProbability & Statistics

ISBN10: 0367391694
ISBN13: 9780367391690
Publisher: CRC Press
Published: Sep 5 2019
Pages: 200
Weight: 0.70
Height: 0.60 Width: 6.00 Depth: 8.90
Language: English
This text provides a self-contained, no frills, mathematically rigorous derivation from first principles of all basic Kalman filter recursions. This approach relies on a pared-down version of more general state-space models found most often in the literature. Such simplification saves notational complexity without sacrificing conceptual understanding. The rigor found in the book ensures a fundamental understanding of how the Kalman filter actually works, which builds confidence for those employing the filter in their research and writing code to implement it in practice. The author provides implementations of the Kalman filter in Java available for download from his Web site.

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