In addition to making a number of minor corrections and updat ing the references, we have expanded the section on "real-time system identification" in Chapter 1

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

State-of-the-art coverage of Kalman filter methods for the design of neural networks This self-contained book consists of seven chapters by expert contributors

TRACKING, PREDICTION, AND SMOOTHING BASICS. g and g-h-k Filters. Kalman Filter. Practical Issues for Radar Tracking. LEAST-SQUARES FILTERING, VOLTAGE PROCESSING

This book is intended primarily as a handbook for engineers who must design practical systems. Its primary goal is to discuss model development in sufficient de