Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises

by Robert Grover Brown and Patrick Y. C. Hwang

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In this updated edition the main thrust is on applied Kalman filtering. Chapters 1-3 provide a minimal background in random process theory and the response of linear systems to random inputs. The following chapter is devoted to Wiener filtering and the remainder of the text deals with various facets of Kalman filtering with emphasis on applications. Starred problems at the end of each chapter are computer exercises. The authors believe that programming the equations and analyzing the results of specific examples is the best way to obtain the insight that is essential in engineering work.
  • ISBN13 9781118213520
  • Publish Date 13 April 2012 (first published 28 November 1996)
  • Publish Status Active
  • Out of Print 18 February 2022
  • Publish Country US
  • Imprint John Wiley & Sons Inc