Research Catalog
Introduction to random signals and applied Kalman filtering : with MATLAB exercises and solutions
- Title
- Introduction to random signals and applied Kalman filtering : with MATLAB exercises and solutions / Robert Grover Brown, Patrick Y.C. Hwang.
- Author
- Brown, Robert Grover.
- Publication
- New York : Wiley, [1997], ©1997.
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1 Item
| Status | Vol/Date | Format | Access | Call Number | Item Location |
|---|---|---|---|---|---|
| book & diskette | Text | Request in advance | TK5102.9 .B75 1997 book & diskette | Off-site |
Holdings
Details
- Additional Authors
- Hwang, Patrick Y. C.
- Description
- xi, 484 pages : illustrations; 26 cm +
- Subjects
- Note
- Includes index.
- System Details (note)
- System requirements: IBM compatible PC.
- Contents
- 1. Probability and Random Variables: A Review -- 2. Mathematical Description of Random Signals -- 3. Response of Linear Systems to Random Inputs -- 4. Wiener Filtering -- 5. The Discrete Kalman Filter, State-Space Modeling, and Simulation -- 6. Prediction, Applications, and More Basics on Discrete Kalman Filtering -- 7. The Continuous Kalman Filter -- 8. Smoothing -- 9. Linearization and Additional Intermediate-Level Topics on Applied Kalman Filtering -- 10. More on Modeling: Integration of Noninertial Measurements Into INS -- 11. The Global Positioning System: A Case Study -- Appendix A. Laplace and Fourier Transforms -- Appendix B. Typical Navigation Satellite Geometry -- Appendix C. Kalman Filter Software.
- ISBN
- 0471128392 (cloth : alk. paper)
- LCCN
- 96025880
- OCLC
- ocm34839808
- Owning Institutions
- Columbia University Libraries