Kalman Filter for Beginners: with MATLAB Examples

by Phil Kim, Lynn Huh (Translator)

Dwarfs your fear towards complicated mathematical derivations and proofs. Experience Kalman filter with hands-on examples to grasp the essence. A book long awaited by anyone who could not dare to put their first step into Kalman filter. The author presents Kalman filter and other useful filters without complicated mathematical derivation and proof but with hands-on examples in MATLAB that will guide you step-by-step. The book starts with recursive filter and basics of Kalman filter, and gradually expands to application for nonlinear systems through extended and unscented Kalman filters. Also, some topics on frequency analysis including complementary filter are covered. Each chapter is balanced with theoretical background for absolute beginners and practical MATLAB examples to experience the principles explained. Once grabbing the book, you will notice it is not fearful but even enjoyable to learn Kalman filter.

Genres: Mathematics

234 pages, Paperback

First published July 12, 2011

Reviews

[Vince Eccles · Rating 3 out of 5]

This book provides a simple introduction to the Kalman Filter. I worked through it chapter by chapter, building my own versions of the MatLab Examples in FORTRAN. When I finished I was very familiar with the Kalman Filter and could understand the typically nearly incomprehensible books on Kalman Filters. The only disappointment was that Phil Kim did not have a chapter on Ensemble Kalman Filters.

The casual voice that Phil Kim uses within the book is a bit irritating occasionally, but that is easy to excuse because of the value of the step-by-step survey of the techniques.

[Sudhir]

gud