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Bibliographic Details

Title: Introduction to Random Signals and Applied Kalman Filtering: with MATLAB Exercises and Solutions
Publisher: John Wiley &Sons
Publication Date: 1996
Language: English
ISBN 10: 0471128392
ISBN 13: 9780471128397
Binding: Soft cover
Edition: 3rd Edition
Condition: good

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Synopsis

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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