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Dover Books on Mathematics Ser.: Factorization Methods for Discrete Sequential Estimation by Gerald J. Bierman (2006, Perfect)

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1. Introduction 2. Review of Least Squares Data Processing and the Kalman Filter Algorithm 3. Positive Definite Matrices, the Cholesky Decomposition, and Some Applications 4. Householder Orthogonal Transformations 5. Sequential Square Root Data Processing 6. Inclusion of Mapping Effects and Process Noise 7. Treatment of Biases and Correlated Process Noise 8. Covariance Analysis of Effects Due to Mismodeled Variables and Incorrect Filter a Priori Statistics 9. SRIF Error Analysis of Effects Due to Mismodeled Variables and Incorrect Filter a Prior Statistics 10. Square Root Information Smoothing Bibliography Index