"Kalman Filtering with Real-Time Applications" presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. The filtering algorithms are derived via different approaches, including a direct method consisting of a series of elementary steps, and an indirect[...]

Most mathematicians, engineers, and scientists are well-acquainted with theory and application of ordinary differential equations. This book seeks to present Volterra integral and functional differential equations in that same framework. It includes a collection of examples of Liapunov functions.[...]