Notes

Abstract

The objective of this monograph has been to give a rigorous and yet elementary treatment of the Kalman filter theory and briefly introduce some of its real-time applications. No attempt was made to cover all the rudiment of the theory, and only a small sample of its applications has been included. There are many texts in the literature that were written for different purposes. The most recent ones include Balakrishnan (1984,87), Brammer and Sifflin (1989), Catlin (1989), Chen (1985), Goodwin and Sin (1984), Haykin (1986), Lewis (1986), Mendel (1987), Ruymgaart and Soong (1985,89), Sorenson (1985), Stengel (1986), and Young (1984). Unfortunately, in our detailed treatment we have had to omit many important topics; some of these will be introduced very briefly in this chapter. The interested reader is referred to the modest bibliography in this text for further study.