ISBN-10:
0471525731
ISBN-13:
9780471525738
Pub. Date:
10/28/1991
Publisher:
Wiley
Introduction to Random Signal Analysis and Kalman Filtering: Solution Manual / Edition 2

Introduction to Random Signal Analysis and Kalman Filtering: Solution Manual / Edition 2

by Robert Grover Brown, Patrick Y. C. Hwang

Hardcover

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Product Details

ISBN-13: 9780471525738
Publisher: Wiley
Publication date: 10/28/1991
Edition description: Older Edition
Pages: 512
Product dimensions: 7.28(w) x 10.24(h) x 1.38(d)

Table of Contents

Probability and Random Variables.

Mathematical Description of Random Signals.

Response of Linear Systems to Random Inputs.

Wiener Filtering.

The Discrete Kalman Filter.

Applications and Additional Topics on Discrete Kalman Filtering.

The Continuous Kalman Filter.

Discrete Smoothing and Prediction.

Linearization and Additional Topics on Applied Kalman Filtering.

The Global Positioning System: A Case Study.

Appendices.

Index.

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