Only comprehensive guide to Kalman filtering and application to real world GPS / INS problems Written by recognized authorities in the field, this book provides engineers, computer scientists, and others with a working familiarity with the theory and contemporary applications of Global Positioning System (GPS), Inertial Navigation Systems, and Kalman filter. To that end, the author explores the various subtleties, common failures, and limitations that apply theory to real world situations, and gives detailed examples of many applications and practical problems, including GPS-aided INS, modeling of gyros and accelerometers, and WAAS and Laas. Drawing on their many years of experience with GPS, INS, and Kalman filters, the author presents many design and implementation techniques not found in other professional references, including original techniques for: * Representing the problem in mathematical model * Analyze the performance of the GPS sensor as a function of model parameters * Implementing the mechanization equations in numerically stable algorithms * Assessing computation requirements * Testing the validity of the results * Monitoring GPS, INS, and Kalman filter performance in operation In order to improve understanding of the topics discussed, the authors have included software in MATLAB, shows how the algorithms of GPS, INS, and filter.