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Introduction to Random Signals and Applied Kalman Filtering, 3rd Edition (Book only)

Introduction to Random Signals and Applied Kalman Filtering, 3rd Edition (Book only)Authors: Robert Grover Brown, Patrick Y. C. Hwang
Publisher: Wiley
Category: Book

Buy New: $70.27
as of 7/29/2010 17:39 CDT details



New (18) Used (17) from $57.75

Seller: Speedy Hen
Rating: 4.0 out of 5 stars 8 reviews

Media: Paperback
Edition: 3
Pages: 496
Number Of Items: 1
Shipping Weight (lbs): 2.3
Dimensions (in): 9.8 x 6.9 x 1.6

ISBN: 0471128392
Dewey Decimal Number: 621.3822
EAN: 9780471128397

Availability: Usually ships in 1-2 business days

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Editorial Reviews:

Product Description
In this updated edition the main thrust is on applied Kalman filtering. Chapters 1-3 provide a minimal background in random process theory and the response of linear systems to random inputs. The following chapter is devoted to Wiener filtering and the remainder of the text deals with various facets of Kalman filtering with emphasis on applications. Starred problems at the end of each chapter are computer exercises. The authors believe that programming the equations and analyzing the results of specific examples is the best way to obtain the insight that is essential in engineering work.


Customer Reviews:
Showing reviews 1-5 of 8



5 out of 5 stars what you need to get started   July 4, 2003
K. McLaughlin (USA)
7 out of 8 found this review helpful

I have read over simplified and over complicated descriptions
of the Kalman filter for years. The theoretical discussion is
well matched to the examples. THe authors have obviously had
extensive experiance TEACHING to a wide range of students and
the book benefits from their experiance.

I was able to program filters for three of the examples that
most closely match my own applications and exploit what I
learned in a matter of hours. The MATLAB code was useful, but
not critical.


5 out of 5 stars Insightful, Intuitive explanation of Kalman.   April 22, 1998
5 out of 9 found this review helpful

Easy to understand text dealing with Random Signals & Kalman Filtering. Also devotes an entire section to GPS. Could use optional sections offering more mathematical rigor.


5 out of 5 stars what you need to get started   July 4, 2003
K. McLaughlin (USA)
1 out of 3 found this review helpful

I have read over simplified and over complicated descriptions
of the Kalman filter for years. The theoretical discussion is
well matched to the examples. THe authors have obviously had
extensive experiance TEACHING to a wide range of students and
the book benefits from their experiance.

I was able to program filters for three of the examples that
most closely match my own applications and exploit what I
learned in a matter of hours. The MATLAB code was useful, but
not critical.


5 out of 5 stars Best Kalman filter book   March 11, 2003
Tom Homsley (Madison, AL USA)
1 out of 7 found this review helpful

I use this book on a daily basis. It is worth its weight in gold.


4 out of 5 stars Excellent Intro to KF, easy on the rigor..   August 1, 1999
27 out of 28 found this review helpful

This is the third edition of an introductory text on Kalman Filtering. It is easy to read, easy to follow: it presents the discrete-time and the continuous-to-discrete KFs in a clear and logical manner. The MATLAB exercises didn't seem to be integrated with the text too well, and they were written in MATALB v 4., so there are a few "corrections" that must be made ("randn" in v. 5, so all the references to "rand" in the MATLAB code must be fixed). The extended KF and some implementation issues (UDU filter, sequential estimation) are not covered as well as other topics. If you are new to the topic and are looking for a good introduction this is the book. If you already know the topic, I'd pass on the text. What I'd like to see is a new edition of Gelb, replete with MATLAB implementations..

Showing reviews 1-5 of 8




estimation  kalman filter  mathematics  optimal estimation  signal