Kalman Filtering book by Peter Maybeck

For beginners, we highly recommend reading Chapter 1 of Peter Maybeck's Stochastic Models, Estimation, and Control, Volume 1, Academic Press, Inc (copyright now owned by Navtech Seminars & GPS Supply). This chapter provides a wonderful, very simple and yet revealing introduction to some of the concepts of Kalman filtering.

Please let me know if you find this useful, and also if you find any transcription errors.

   Author = {Maybeck, Peter S.},
   Title = {Stochastic models, estimation, and control},
   Volume = {141},
   Series = {Mathematics in Science and Engineering},
   Year = {1979}

In addition you can obtain a spiral bound copy of the complete book from the Navtech Seminars & GPS Supply, part# 1277 in the Systems Integration book section. (You can direct order here.) We highly recommend it.

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Last modified: Friday, December 21, 2007