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Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises and Solutions, 3rd Edition
Robert Grover Brown,
Iowa State Univ.
Patrick Y. C. Hwang,
Rockwell International Corporation
ISBN: 978-0-471-12839-7
©1997
496 pages
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Detailed Contents
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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.
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.
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