Kalman Filter Principles and Applications: MATLAB Simulation

Application Background This work primarily introduces the Kalman filtering algorithm in digital signal processing and its applications across relevant fields. Application areas covered include linear Kalman filtering, extended Kalman filtering, target tracking and guidance, UKF filtering, interactive filtering, and simulation techniques. Key Technologies The book comprises 7 chapters. Chapter 1 serves as an introduction. Chapter 2 covers programming fundamentals for MATLAB algorithm simulation. Chapter 3 explores linear Kalman filtering. Chapter 4 discusses extended Kalman filtering with applications and algorithm simulations in target tracking and guidance systems. Chapter 5 introduces the UKF filtering algorithm along with simulation examples in its application domains. Chapter 6 presents interactive multiple model Kalman filtering algorithms. Chapter 7 demonstrates Kalman filter implementation using Simulink environment through