Fundamentals of Kalman
Filtering: A Practical Approach
Third Edition
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Fundamentals of Kalman
Filtering: A Practical Approach
Third Edition
Paul Zarchan
MIT Lincoln Laboratory
Lexington, Massachusetts
Howard Musoff
Charles Stark Draper Laboratory, Inc.
Cambridge, Massachusetts
Volume 232
PROGRESS IN
ASTRONAUTICS AND AERONAUTICS
Frank K. Lu, Editor-in-Chief
University of Texas at Arlington
Arlington, Texas
Published by the
American Institute of Aeronautics and Astronautics, Inc.
1801 Alexander Bell Drive, Reston, Virginia 20191-4344
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1
MATLAB
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Copyright # 2009 by the American Institute of Aeronautics and Astronautics, Inc. Printed in the United
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ISBN 978-1-60086-718-7
To
Maxine, Adina, Ari, and Ronit
P.Z.
Wally, Sandy, Jay, Stephanie, Charlie, Scott, Cindy, Danielle,
and Adam
H.M.
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Progress in Astronautics and Aeronautics
Editor-in-Chief
Frank K. Lu
University of Texas at Arlington
Editorial Board
David A. Bearden
Eswar Josyula
The Aerospace Corporation
U.S. Air Force Research Laboratory
John D. Binder
viaSolutions
Gail A. Klein
Jet Propulsion Laboratory
Steven A. Brandt
U.S. Air Force Academy
Konstantinos Kontis
University of Manchester
Jose A. Camberos
U.S. Air Force Research Laboratory
Richard C. Lind
University of Florida
Richard Curran
Delft University of Technology
Ning Qin
University of Sheffield
Sanjay Garg
Oleg A. Yakimenko
NASA Glenn Research Center
U.S. Naval Postgraduate School
Christopher H. Jenkins
Montana State University