Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises / Edition 4

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The Fourth Edition to the Introduction of Random Signalsand Applied Kalman Filtering is updated to cover innovations inthe Kalman filter algorithm and the proliferation of Kalmanfiltering applications from the past decade. The text updates boththe research advances in variations on the Kalman filter algorithmand adds a wide range of new application examples. Several chaptersinclude a significant amount of new material on applications suchas simultaneous localization and mapping for autonomous vehicles,inertial navigation systems and global satellite navigationsystems.

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Editorial Reviews

A textbook for an introductory course focusing on Kalman filtering. Provides the necessary background in random process theory and the response of linear systems to random inputs; assumes a knowledge of linear systems analysis at the junior or senior level of engineering. The second edition was published sometime before 1992. The 3.5<"> disk for DOS contains software relating to Kalman filtering that is suitable for tutorial but not practical purposes. Annotation c. by Book News, Inc., Portland, Or.
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Product Details

  • ISBN-13: 9780470609699
  • Publisher: Wiley
  • Publication date: 2/7/2012
  • Series: CourseSmart Series
  • Edition description: New Edition
  • Edition number: 4
  • Pages: 400
  • Product dimensions: 7.20 (w) x 10.10 (h) x 0.80 (d)

Table of Contents

Chapter 1 Probability and Random Variables: A Review
Chapter 2 Mathematical Description of Random Signals
Chapter 3 Linear Systems Response, State-space Modeling and Monte Carlo Simulation
Chapter 4 Discrete Kalman Filter Basics
Chapter 5 Intermediate Topics on Kalman Filtering
Chapter 6 Smoothing and Further Intermediate Topics
Chapter 7 Linearization, Nonlinear Filtering and Sampling Bayesian Filters
Chapter 8 the "Go-Free" Concept, Complementary Filter and Aided Inertial Examples
Chapter 9 Kalman Filter Applications to the GPS and Other Navigation Systems
APPENDIX A. Laplace and Fourier Transforms
APPENDIX B. The Continuous Kalman Filter

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