Fundamentals of Kalman Filtering: A Practical Approach (Progress in Astronautics and Aeronautics, Vol 190)

Rating:
Summary: Very Disappointing
Review: If you are a software engineer / programmer looking for a practical guide on implementation of Kalman filter, this book will be totally useless to you. Authors seem to jump from equation to equation without much explanation (except for phrases such as "it is readily evident"). Worse, in most cases, equations seem to be thrown at you without a description of what any (most) of the parameters (alphabet letters) used are. Leaving you flipping backward page after page (and chapter after chapter) to look for the first use of that letter (the permuted index is only two pages - so forget about searching there). Even after you semi-figure what the author is saying, there is no real, practical example of the application of the equations (that you can use). The so-called "software" examples mentioned in the sales pitch for the book are short segments of FORTRAN code doing MATLAB function calls (which do the actual processing). Here's an excerpt from chapter 4, page 129 of the book (authors explanation of the process noise parameter of Kalman's general equation): "...although process noise might not always have physical meaning, it is sometimes used as a device for telling the filter that we know the filter's model of the real world is not precise." Hello!? The filter is a mathematical equation. We don't tell it no nothing!