The second edition has not deviated significantly from the first. The printing of this edition, however, has allowed us to make a number of corrections which es

Since their introduction in the mid 1950s, the filtering techniques developed by Kalman, and by Kalman and Bucy have been widely known and widely used in all ar

In 1960, R. E. Kalman published his celebrated paper on recursive min imum variance estimation in dynamical systems [14]. This paper, which introduced an algori

The definitive textbook and professional reference on Kalman Filtering – fully updated, revised, and expanded This book contains the latest developments in th