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A well written and practical textbook, September 22, 2006

Fundamentals of Kalman Filtering:: A Practical Approach (Progress in Astronautics and Aeronautics)
I purchased this book primarily to gain some basic understanding of kalman filtering, but have found the book so interesting and engaging that I have taken the time to rewrite the code to pascal and run the examples etc, as presented in the book. Being a systems engineer by education, but not by profession, the approach used in the book allowed me to apply some of my previous but unused training very efficiently.The practical approach, along with just enough notation to be rigorous, makes for a thoughtful read, but is still easily understood. When combined with the examples, the alternative approaches presented and the code it achieves exactly what the authors state as their objectives.

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Although I am disappointed in the second reviewers comments he is wrong concerning the code. Complete code is presented in the text and is on CD for all of the examples. Readers can now make up their own mind before purchasing the text. If you go to the Google Book Search and type in Zarchan you will be able to read the entire text. I suggest people who have previously been terrified of Kalman filters and want to learn how to build one, read the Introduction and possibly the second Chapter to see if the text meets their needs and is in accordance with their individual learning styles. I know that many readers have found the text useful.
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This book builds up the concepts needed to understand Kalman filtering from very basic ideas like least squares, and tries to keep things grounded in practical examples. It is, as advertised, the practical approach, totally unpretentious, and clearly written.The commenter referred to as the 'second commenter' in the author's comment has apparently withdrawn his comment and is not me.
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I purchased this book primarily to gain some basic understanding of kalman filtering, but have found the book so interesting and engaging that I have taken the time to rewrite the code to pascal and run the examples etc, as presented in the book. Being a systems engineer by education, but not by profession, the approach used in the book allowed me to apply some of my previous but unused training very efficiently.The practical approach, along with just enough notation to be rigorous, makes for a thoughtful read, but is still easily understood. When combined with the examples, the alternative approaches presented and the code it achieves exactly what the authors state as their objectives.
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