The subject of integrated navigation systems covered in this book is designed for those directly involved with the design, integration, and test and evaluation of navigation systems. It is assumed that the reader has a background in mathematics, including calculus. Additional exercises are included that expand and supplement the material in the text and demonstrate properties of the Kalman filter. Additional software is included in this edition for simulating random processes and derivative free filter implementations. This edition provides a more complete foundation for addressing the different aspects of integrated navigation systems.