Contents Ch. 1: Numerical Basics Ch. 2: Method of Least Squares Ch. 3: Recursive Least-Squares Filtering Ch. 4: Polynomial Kalman Filters Ch. 5: Kalman Filters in a Nonpolynomial World Ch. 6: Continuous Polynomial Kalman Filter Ch. 7: Extended Kalman Filtering Ch. 8: Drag and Falling Object Ch. 9: Cannon-Launched Projectile Tracking Problem Ch. 10: Tracking a Sine Wave Ch. 11: Satellite Navigation Ch. 12: Biases Ch. 13: Linearized Kalman Filtering Ch. 14: Miscellaneous Topics Ch. 15: Fading-Memory Filter Ch. 16: Assorted Techniques for Improving Kalman-Filter Performance Ch. 17: Fixed-Memory Filters Ch. 18: Chain-Rule and Least-Squares Filtering Ch. 19: Filter Bank Approach to Tracking a Sine Wave