Previous ed.: 2000.
Numerical basics
Method of least squares
Recursive least-quares filtering
Polynomial Kalman filters
Kalman filters in a nonpolynomial world
Continuous polynomial Kalman filter
Extended Kalman filtering
Drag and falling object
Cannon-launched projectile tracking problem
Tracking a sine wave
Satellite navigation
Biases
Linearized Kalman filtering
Miscellaneous topics
Fading-memory filter
Assorted techniques for improving Kalman-filter performance
Fundamentals of Kalman-filtering software
Key formula and concept summary.
Fundamentals of Kalman filtering : a practical approach by Paul Zarchan. ISBN 1563476940. Published by American Institute of Aeronautics and Astronautics in 2005. Publication and catalogue information, links to buy online and reader comments.