Kalman Filtering: Theory and Practice [Book Reviews]

This masterfully authoritative and comprehensive book aims to provide the diligent reader with all of the intellectual skills, information, and conceptual and software tools needed to equip him or her to make successful real-world engineering applications of the technique. Many implementation issues which are not to be found in any one prior book are presented and explored, in the course of which the reader is taught how to evaluate the virtues and shortcomings of numerous alternatives in terms of software and hardware performance and requirements characteristics, developmental issues, and end-use cost-effectiveness. All algorithms discussed are listed in pseudo code in the text and provided by FORTRAN source-code listings in the accompanying diskette, which also contains executable demonstration programs. There are 125 problems (for which an answer book is available to teachers) and 62 illustrative examples. The text is comprehensible to wellgrounded senior undergraduates or first-year graduate students (who should either have had prior exposure to both probability and statistics and matrix algebra or else be eager beavers luckily led by a gifted teacher), as well as to self-study by serious practicing engineers intent upon entering this field to implement real-world systems. All misprints noted by this reviewer have been corrected in the most recent printing, and either the publishers or authors will supply an Errata Sheet and revised diskette to purchasers of earlier printings. [Reprinted from IEEE Transactions on Automatic Control, vol. 40, no. 11, November 1995]