卡尔曼滤波（理论和实践，Matlab），第四版

英文原版，带书签，不可多得的书籍。作者：MOHINDER S. GREWAL ANGUS P. ANDREWS。开篇介绍为：This book is designed to provide our readers a working familiarity with both the theoretical and practical aspects of Kalman filtering by including “real-world” problems in practice as illustrative examples. The material includes the essential technical background for Kalman filtering and the more practical aspects of implementation: how to represent the problem in a mathematical model, analyze the performance of the estimator as a function of system design parameters, implement the mechanization equations in numerically stable algorithms, assess its computational requirements, test the validity of results, and monitor the filter performance in operation. These are important attributes of the subject that are often overlooked in theoretical treatments but are necessary for application of the theory to real-world problems.