Kalman Filtering/Particle Filtering Repository

Designer: Daksh Shukla (Ph.D. student of KU Aerospace Engineering). Designed for fun in ME 788 Optimal Estimation (Spring 2017). Reuse allowed with source attribution.

Kalman Filtering Repository

• Understanding the Kalman Filter (PDF)
  Richard J. Meinhold and Nozer D. Singpurwalla, The American Statistician, 1983
• Kalman and Extended Kalman Filters: Concept, Derivation and Properties (PDF)
  Maria Isabel Ribeiro, 2004
• An Introduction to the Kalman Filter (PDF)
  Greg Welch and Gary Bishop, 2006
• Kalman Quickie (PDF)
  Bruno O. S. Teixeira, IEEE Control Systems, 2010
• Applications of Kalman Filtering in Aerospace 1960 to the Present (PDF)
  Mohinder S. Grewal and Angus P. Andrews, IEEE Control Systems, 2010
• Understanding the Basis of the Kalman Filter Via a Simple and Intuitive Derivation (PDF)
  Ramsey Faragher, IEEE Signal Processing Magazine, 2012
• Nonlinear Bayesian Estimation: From Kalman Filtering to a Broader Horizon (PDF)
  Huazhen Fang, Ning Tian, Yebin Wang, MengChu Zhou and Mulugeta A. Haile, IEEE/CAA Journal of Automatica Sinica, 2018
• A Kalman Filtering Toolbox for Matlab
  Simo Särkkä, Jouni Hartikainen and Arno Solin, 2011

Particle Filtering Repository

• A Tutorial on Particle Filters for Online Nonlinear/Non-Gaussian Bayesian Tracking (PDF)
  M. Sanjeev Arulampalam, Simon Maskell, Neil Gordon, and Tim Clapp, IEEE Transactions on Signal Processing, 2002
• Bayesian Filtering: From Kalman Filters to Particle Filters, and Beyond (PDF)
  Zhe Chen, 2003
• A Tutorial on Particle Filtering and Smoothing: Fifteen Years Later (PDF)
  Arnaud Doucet and Adam M. Johansen, 2008
• A Particle Filtering Toolbox for Matlab
  Simo Särkkä, Jouni Hartikainen, 2008