Introduction to random signals and applied Kalman filtering

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Bibliographic Information

Introduction to random signals and applied Kalman filtering

Wiley, c1992

2nd ed. / Robert Grover Brown, Patrick Y.C. Hwang

  • : [hbk.]
  • : [pbk.]

Available at  / 30 libraries

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Note

Rev. ed. of: Introduction to random signal analysis and Kalman filtering. 1983

System requirements for computer disk (Kalm 'n smooth, version 1.1): IBM PC, PS/2, XT, or AT, or 100% compatible computer; 640KB; DOS 3.2 or later; floppy or hard disk system; supports most standard display adapters and printers

Includes bibliographical references and index

Description and Table of Contents

Volume

: [hbk.] ISBN 9780471525738

Description

This second edition of a standard textbook focuses on applied Kalman filtering and its random signal analysis. Important to all control system and communication engineers, the text emphasizes applications, computer software and associated sets of special computer problems. Along with actual case studies, a diskette is included with the book to enable readers to actually see how Kalman filtering works.

Table of Contents

  • Probability and Random Variables
  • Mathematical Description of Random Signals
  • Response of Linear Systems to Random Inputs
  • Wiener Filtering
  • The Discrete Kalman Filter
  • Applications and Additional Topics on Discrete Kalman Filtering
  • The Continuous Kalman Filter
  • Discrete Smoothing and Prediction
  • Linearization and Additional Topics on Applied Kalman Filtering
  • The Global Positioning System: A Case Study.
Volume

: [pbk.] ISBN 9780471559221

Description

The first edition of this textbook has been widely used for over 15 years. This second edition focuses on applied Kalman filtering and its random signal analysis. Important to all control system and communication engineers, the text emphasizes applications, computer software and associated sets of special computer problems. Along with actual case studies, a diskette is included to enable readers to actually see how Kalman filtering works.

Table of Contents

  • Probability and Random Variables
  • Mathematical Description of Random Signals
  • Response of Linear Systems to Random Inputs
  • Wiener Filtering
  • The Discrete Kalman Filter
  • Applications and Additional Topics on Discrete Kalman Filtering
  • The Continuous Kalman Filter
  • Discrete Smoothing and Prediction
  • Linearization and Additional Topics on Applied Kalman Filtering
  • The Global Positioning System: A Case Study.

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