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Primer to Kalman Filtering: A Physicist Perspective
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Authors: Netzer Moriya (siOnet Ltd. Applied Modeling Research, Ramat Hasharon, Israel) 
Book Description:
Kalman filtering seems quite simple in concept, requires no command of, or special skills in abstract mathematics, and has been discussed in abundance during the last four decades. Nevertheless, we have often found that its technical complexity, combined with
the fact that it is usually presented as an iterative algorithm in a non-analytical manner, makes it sometimes difficult for the inexperienced professionals, to fully understand its
essence, benefits and drawbacks. This book focuses on the method of kalman filtering itself and the aspects directly related to it.



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Table of Contents:
1 Introduction, pp. 1-7

2 The Kalman Filter Spirit, pp. 9-28

3 A Preliminary Background in Random Variables and Stochastic Processes, pp. 29-84

4 Introduction to Control Design and State-Space Representation, pp. 85-119

5 The General Description of the Discrete, Linear Kalman Filtering, pp. 121-152

6 Sub-Optimal Discrete Kalman Filtering, pp. 153-195

7. Kalman Filtering Theory in Practice, pp. 197-233

8. Advanced issues in Kalman Filtering and Beyond, pp. 235-277

9. Preliminary Guidelines in Selected Case-Studies, pp. 279-322

Supplement A
A Brief Summary of the Wiener Filter, pp. 323-328

Supplement B
The Riccati Equation, pp. 329-332

Supplement C
Mathematical Hints, pp. 333-346

Supplement D
Supporting Computer Scripts, pp. 347-381

Acronyms, pp. 383-384

References, pp. 385-413
Index

   Series:
      Engineering Tools, Techniques and Tables
   Binding: Hardcover
   Pub. Date: 2011 - 2nd quarter
   Pages: 7 x 10, 421pp.
   ISBN: 978-1-61668-311-5
   Status: AV
  
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AN Announcing
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FP Final Production
EP Editorial Production
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Primer to Kalman Filtering: A Physicist Perspective