**Introduction**

This is an excellent textbook on Kalman
filtering theory. I found the problems very challenging. I would
recommend it highly. You can find solutions to the problems I
have had time to typeset below.

- prob_2_6.nb (some algebra for this problem)
- prob_3_6.m (some simple calculations)
- prob_3_8.m (plots the integration region)
- prob_3_21.nb (some algebra for this problem)
- prob_3_23_d.m (plot the given function w(t))
- prob_3_32.nb (some algebra for this problem)
- prob_3_37.nb (some algebra for this problem)
- prob_3_38.nb (some algebra for this problem)
- prob_4_1.m (some simple calculations)
- prob_4_8.m (some simple calculations)
- prob_4_12.nb (some simple calculations)
- prob_6_1.m (Moler matrices)
- prob_6_2.m (more Moler matrices)

John Weatherwax Last modified: Thu Jul 5 21:16:19 EDT 2007