FundamentalsofKalmanFiltering:APracticalApproachThirdEditionThispageintentionallyleftblankFundamentalsofKalmanFiltering:APracticalApproachThirdEditionPaulZarchanMITLincolnLaboratoryLexington,MassachusettsHowardMusoffCharlesStarkDraperLaboratory,,,Editor-in-ChiefUniversityofTexasatArlingtonArlington,TexasPublishedbytheAmericanInstituteofAeronauticsandAstronautics,,Reston,Virginia20191-4344MATLAB1andSimulink1areregisteredtrademarksoftheMathWorks,Inc.,3AppleHillDrive,Natick,MA01760-2098USA;yright#2009bytheAmericanInstituteofAeronauticsandAstronautics,’sconsentthatcopiesofarticlesinthisvolumemaybemadeforpersonalorinternaluse,onconditionthatthecopierpaytheper-copyfee($)plustheper-pagefee($)throughtheCopyrightClearanceCenter,Inc.,222RosewoodDrive,Danvers,,:1-56347-694-0=00$þ.,-1-60086-718-7ToMaxine,Adina,Ari,,Sandy,Jay,Stephanie,Charlie,Scott,Cindy,Danielle,-in-
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