Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises and Solutions

ISBN-10: 0471128392

ISBN-13: 9780471128397

Edition: 3rd 1997 (Revised)

List price: $199.95
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This text provides a clear and precise study of random signals and optimal filtering-filtering noise that corrupts the desired signal, without requiring sophisticated mathematical skills.
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Book details

List price: $199.95
Edition: 3rd
Copyright year: 1997
Publisher: John Wiley & Sons, Incorporated
Publication date: 11/28/1996
Binding: Paperback
Pages: 496
Size: 7.25" wide x 10.50" long x 1.00" tall
Weight: 2.2
Language: English

Probability and Random Variables: A Review
Mathematical Description of Random Signals
Response of Linear Systems to Random Inputs
Wiener Filtering
The Discrete Kalman Filter, State-Space Modeling, and Simulation
Prediction, Applications, and More Basics on Discrete Kalman Filtering
The Continuous Kalman Filter
Linearization and Additional Intermediate-Level Topics on Applied Kalman Filtering
More on Modeling: Integration of Noninertial Measurements Into INS
The Global Positioning System: A Case Study
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