Introduction to Random Signals and Applied Kalman Filtering

With MATLAB Exercises

Robert Grover Brown, Patrick Y. C. Hwang (Autoren)

Buch | Hardcover

400 Seiten

2012 | 4th edition
John Wiley & Sons Inc (Verlag)
978-0-470-60969-9 (ISBN)

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The Fourth Edition to the Introduction of Random Signals and Applied Kalman Filtering is updated to cover innovations in the Kalman filter algorithm and the proliferation of Kalman filtering applications from the past decade.

Introduction to Random Signals and Applied Kalman Filtering: With MATLAB Exercises, 4th Edition

Advances in computers and personal navigation systems have greatly expanded the applications of Kalman filters. A Kalman filter uses information about noise and system dynamics to reduce uncertainty from noisy measurements. Common applications of Kalman filters include such fast-growing fields as autopilot systems, battery state of charge (SoC) estimation, brain-computer interface, dynamic positioning, inertial guidance systems, radar tracking, and satellite navigation systems.

Brown and Hwang's bestselling textbook introduces the theory and applications of Kalman filters for senior undergraduates and graduate students. This revision updates both the research advances in variations on the Kalman filter algorithm and adds a wide range of new application examples. The book emphasizes the application of computational software tools such as MATLAB. The companion website includes M-files to assist students in applying MATLAB to solving end-of-chapter homework problems.

Robert Grover Brown, Professor Emeritus, Iowa State University. Patrick Y. C. Hwang, Rockwell Collins, Inc.

PART 1: RANDOM SIGNALS BACKGROUND
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
PART 2: KALMAN FILTERING AND APPLICATIONS
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

Verlagsort	New York
Sprache	englisch
Maße	175 x 257 mm
Gewicht	640 g
Themenwelt	Technik ► Elektrotechnik / Energietechnik
Themenwelt	Technik ► Nachrichtentechnik
ISBN-10	0-470-60969-9 / 0470609699
ISBN-13	978-0-470-60969-9 / 9780470609699
Zustand	Neuware