Kalman Filtering Repository

    Understanding the Kalman Filter
    Richard J. Meinhold and Nozer D. Singpurwalla, The American Statistician, 1983
    Kalman and Extended Kalman Filters: Concept, Derivation and Properties
    Maria Isabel Ribeiro, 2004
    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
    Bayesian Filtering: From Kalman Filters to Particle Filters, and Beyond
    Zhe Chen, 2003
    A Tutorial on Particle Filtering and Smoothing: Fifteen Years Later
    Arnaud Doucet and Adam M. Johansen, 2008
    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.