Kalman Filtering Repository

Understanding the Kalman Filter
Richard J. Meinhold and Nozer D. Singpurwalla, The American Statistician, 1983
An Introduction to the Kalman Filter
Greg Welch and Gary Bishop, 2006
Kalman Quickie
Bruno O. S. Teixeira, IEEE Control Systems, 2010
Applications of Kalman Filtering in Aerospace 1960 to the Present
Mohinder S. Grewal and Angus P. Andrews, IEEE Control Systems, 2010
Understanding the Basis of the Kalman Filter Via a Simple and Intuitive Derivation
Ramsey Faragher, IEEE Signal Processing Magazine, 2012
Nonlinear Bayesian Estimation: From Kalman Filtering to a Broader Horizon
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
M. Sanjeev Arulampalam, Simon Maskell, Neil Gordon, and Tim Clapp, IEEE Transactions on Signal Processing, 2002
A Particle Filtering Toolbox for Matlab
Simo Särkkä, Jouni Hartikainen, 2008

  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.