Kalman Filtering: Theory and Practice Using MATLAB [Tapa dura]

This is the 3rd edition of the book, released in 2008. It followed the well-received 2nd edition and first edition, released in 2001 and 1994, respectively.

About 6 months ago, Amazon included positive reviews of this book, but those reviews have disappeared. The first edition of the book was reviewed by a qualified reviewer in the IEEE Transactions on Automatic Control, Vol. 40, No. 11, November 1995, pp. 1983-6 and also reviewed in Proceedings of IEEE, February 1996, pp. 321-304. Quotes from the review include: Many implementation issues which are not to be found in any one prior book are presented and explored...veteran KF applications authors are well qualified by experience and accomplishments to undertake their ambitious goal of becoming mentors to the next generation of information age systems engineers...The concluding Chapter 7 (in the 3rd Edition, it is Chapter 8) is worth many times the price of the book in terms of practical advice...An authentic magnum opus worth much more than its weight in gold! http://ieeexplore.ieee.org/stamp/stamp.jsp?arnumber=00482233.

The 3rd edition of the book begins with random processes/sequences, linear and nonlinear estimators, including unscented Kalman filter (for nonlinear systems). All of the examples and problems are original and related to real world problems, some using MATLAB®, an added plus for the serious user of the text. The main thrust of the book is on implementation methods and practical considerations (filter tuning) of Kalman filtering. The last chapter gives a MATLAB® example on GNSS/INS integration for loosely and tightly coupled and includes code.

The most complete book on GNSS/INS is our latest book Global Navigation Satellite Systems, Inertial Navigation and Integration, the 3rd edition of which was released in February 2013. Fundamental concepts of inertial navigation are covered in Chapters 1, 3, 10, and 11. More advanced GNSS/INS integration is covered in Chapter 12 with software in MATLAB®.

Additional qualified comments on Kalman Filtering Theory & Practice--see Dr. John L. Weatherwax http://waxworksmath.com/Authors/G_M/Grewal/grewal.html. http://bilgin.esme.org/BitsBytes/KalmanFilterforDummies.aspx
http://calypso.inesc-id.pt/FCUL/psm/docs/kalman-dan-simon.pdf (about the 1st edition)

Global Navigation Satellite Systems, Inertial Navigation, and Integration

Of the Kalman filtering books available on Amazon this one is the second weakest when viewed from the eye of someone actually wanting a guide to implement a fused sensor system. The weakest was the second edition of this book that shamelessly copied examples from the 1974 Gelb "Applied Optimal Estimation".

The added chapter on GPS+INS navigation added in this book is not thorough enough to be practically useful, but may serve as interest reading.

For an author that has such a supposedly long history of experience, the book that bears his name is a pale shadow of that produced by much less "experienced" authors such as the excellent Paul D. Groves book "Principles of GNSS, Inertial, and Multisensor Integrated Navigation Systems", or the competent "Aided Navigation: GPS with high rate sensors by Jay Farrell".

Do not buy this book as a practical guide to making a working sensor fusion system.