Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises and Solutions by Patrick Y. C. Hwang and Robert Grover Brown (1996, Trade Paperback)
Table Of ContentProbability 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. Smoothing. 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. Appendices. Index.
SynopsisA study of random signals and optimal filtering-filtering noise that corrupts the desired signal, without requiring sophisticated mathematical skills. This edition is MATLAB oriented, but due to its strong general coverage, it is also applicable to other software programs, including the Kalm 'N Smooth software developed for the last edition. It should be of interest to students and lecturers of engineering. A solutions manual will be available to lecturers., This book spotlights applied Kalman filtering and provides the necessary introductory material on random signal analysis. It presents a clear and precise study of random signals and optimal filtering-filtering noise that corrupts the desired signal, without requiring sophisticated math skills., 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.