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Intuitive Understanding of Kalman Filtering with MATLAB
Armando Barreto, Malek Adjouadi, Francisco Ortega, Nonnarit O-LarnnithipongReview:
This book is an excellent overview of the state-of-the-art in Kalman Filtering (KF) and teaches you how to start using KF theory for practical applications. There are more than 40 books written on the theory of KF. So, you will not find the traditional detailed derivations here for which you will have to dig various older books and papers.
But some of the relevant results with adequate theoretical information are summarized to enable the reader to start applying the theory. I had been introduced to KF theory in a course in my Computer Engineering MS program. The book we used in the class was meant only for students and professionals with a solid background in advanced mathematics and state-space modeling.
This book by Dr.Armando Barreto is a fast track way to get quickly into applications of KF and is ideal for an undergraduate or masters science and engineering student looking to apply KF without the deep dive into the background and theoretical material. It is also ideal for a professor looking to teach KF from an application standpoint without requiring students to spend a large portion of the course doing tedious derivations.
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