Restricted Kalman Filtering: Theory, Methods, and Application (SpringerBriefs in Statistics)
In this book, I highlight the developments in Kalman filtering subject to general linear constraints. Essentially, the material to be presented is almost entirely based on the results and examples originally developed in Pizzinga et al. (2008a), Cerqueira et al. (2009), Pizzinga (2009, 2010), Souza et al. (2011), Pizzinga et al. (2011), and...
Kalman Filtering: Theory and Practice Using MATLAB
From Reviews of the First Edition
"An authentic magnum opus worth much more than its weight in gold!"
—IEEE Transactions on Automatic Control
The proven textbook on Kalman filtering—now fully updated, revised, and expanded
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