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Kalman filter book: comments and suggestions needed...

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rprodrigues

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Hello,


I plan to start studying Kalman filter to apply it as a tool in my developments. In special, I'm looking for a book with its theory and a good engineering view point (with application tips and algorithms).

I've found that the book "Introduction to Random Signal
and Applied Kalman Filtering
", from Brown, R. G. and P. Y. C. Hwang, may be a good reference for the theory, but I'm not that sure about the way it covers the applications of kalman filters.




Could you give me any suggestion about a Kalman filter book that uses an engineering perspective (I mean, with application and theory) ?


Thank you,
Rodrigo
 

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