Introduction to Random Signals and Applied Kalman Filtering - Softcover

Brown, R.G.; Hwang, P.Y.C.

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9780471559221: Introduction to Random Signals and Applied Kalman Filtering

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ISBN 10: 0471559229 ISBN 13: 9780471559221

Publisher: John Wiley and Sons Ltd, 1992

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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.

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PublisherJohn Wiley and Sons Ltd
Publication date1992
ISBN 10 0471559229
ISBN 13 9780471559221
BindingPaperback
LanguageEnglish
Edition number2
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  24 ratings by Goodreads

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9780471525738: Introduction to Random Signals and Applied Kalman Filtering, 2nd Edition

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ISBN 10: 0471525731 ISBN 13: 9780471525738
Publisher: Wiley, 1991
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