Part of the book: Advances in Spacecraft Technologies
We provide a tutorial-like description of Kalman filter and extended Kalman filter. This chapter aims for those who need to teach Kalman filters to others, or for those who do not have a strong background in estimation theory. Following a problem definition of state estimation, filtering algorithms will be presented with supporting examples to help readers easily grasp how the Kalman filters work. Implementations on INS/GNSS navigation, target tracking, and terrain-referenced navigation (TRN) are given. In each example, we discuss how to choose, implement, tune, and modify the algorithms for real world practices. Source codes for implementing the examples are also provided. In conclusion, this chapter will become a prerequisite for other contents in the book.
Part of the book: Introduction and Implementations of the Kalman Filter