Missing Section on "Analytic Evaluation of Filter Performance", can you recommend other resources?

rlabbe / filterpy

Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.

MIT License

3.23k stars 614 forks source link

Missing Section on "Analytic Evaluation of Filter Performance", can you recommend other resources? #224

Open Homefly opened 3 years ago

Homefly commented 3 years ago

Hello, I'm greatly enjoying and benefiting from your book. I noticed the section on "Analytic Evaluation of Filter Performance" is missing content. Could someone recommend some resources for learning about the topic? It would help me a lot with a project I'm working on. I have a math and statistics background. Thank you!

rlabbe commented 3 years ago

Zarchan goes into it a bit. in a very readable way. Crassidis is more 'mathy', but he covers it some too.