This book provides readers with a solid introduction to the theoretical and practical aspects of Kalman filtering. It has been updated with the latest developments in the implementation and application of Kalman filtering, including adaptations for nonlinear filtering, global navigation and satellite systems, the error modeling of gyros and accelerometers, inertial navigation systems, and freeway traffic control. In addition, it shares original methods for designing, implementing, validating, and improving Kalman filters.