Kalman Filter from the Ground Up [,  ed.]

I Introduction to Kalman Filter
	1 The Necessity of Prediction
	2 Essential background I
	3 The  – filter
	4 Kalman Filter in one dimension
	5 Adding process noise
II Multivariate Kalman Filter
	6 Foreword
	7 Essential background II
	8 Kalman Filter Equations Derivation
	9 Multivariate KF Examples
III Non-linear Kalman Filters
	10 Foreword
	11 Essential background III
	12 Non-linearity problem
	13 Extended Kalman Filter (EKF)
	14 Unscented Kalman Filter (UKF)
	15 Non-linear filters comparison
	16 Conclusion
IV Kalman Filter in practice
	17 Sensors Fusion
	18 Variable measurement error
	19 Treating missing measurements
	20 Treating outliers
	21 Kalman Filter Initialization
	22 KF Development Process
	Appendices
V Appendices
	A The expectation of variance
	B Confidence Interval
	C Modeling linear dynamic systems
	D Derivative of matrix product trace
	E Pendulum motion simulation
	F Statistical Linear Regression
	G The product of univariate Gaussian PDFs
	H Product of multivariate Gaussian PDFs
	Bibliography
	Index