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.In this updated edition the main thrust is on applied Kalman filtering.

Title | : | Introduction to random signals and applied Kalman filtering |

Author | : | Robert Grover Brown, Patrick Y. C. Hwang |

Publisher | : | John Wiley & Sons Inc - 1997 |

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