Kalman filter book and practical use?

[[email protected]]

How important is it to understand all underlying theory behind Kalman
filtering to actually be able to practically implement a Kalman filter
in a design?

I would like to find a book that builds up the needed knowledge to be
able to do that. A book that doesn't jump rights a way into
complicated formulas.

I have found some recommendations to the following books:

1.) Introduction to Random Signals and Applied Kalman Filtering with
Matlab Exercises and Solutions

2.) Fundamentals Of Kalman Filtering: A Practical Approach

3.) Fundamentals of Statistical Signal Processing, Volume I: Estimation
Theory

What do you all think of these books?

[Setanta]

<[email protected]> wrote in message
news:[email protected] oups.com...
> How important is it to understand all underlying theory behind Kalman
> filtering to actually be able to practically implement a Kalman filter
> in a design?

Prpbably THE most important thing


>
> I would like to find a book that builds up the needed knowledge to be
> able to do that. A book that doesn't jump rights a way into
> complicated formulas.

There is an excellent no nonsense approach to KF in a book called

Interfacing with C


>
> I have found some recommendations to the following books:
>
> 1.) Introduction to Random Signals and Applied Kalman Filtering with
> Matlab Exercises and Solutions
>
> 2.) Fundamentals Of Kalman Filtering: A Practical Approach
>
> 3.) Fundamentals of Statistical Signal Processing, Volume I: Estimation
> Theory
>
> What do you all think of these books?
>

[Donald]

[email protected] wrote:

> How important is it to understand all underlying theory behind Kalman
> filtering to actually be able to practically implement a Kalman filter
> in a design?

How would you know if your code is correct ??

How would you know that the code you downloaded from the web is correct ??

donald