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Sometimes mistakes are introduced intentionally to the initial filter designs in order to show the reader what happens when the filter is not working properly. The text spends a great deal of time setting up a problem before the Kalman filter is actually formulated in order to give the reader an intuitive feel for the problem being addressed. Real problems are seldom presented in the form of differential equations and they usually don't have unique solutions. Therefore, the authors illustrate several different filtering approaches for tackling a problem. Readers will gain experience in software and performance tradeoffs for determining the best filtering approach for the application at hand.
MATLAB is a registered trademark of The MathWorks, Inc.
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