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.

Product Details

• Amazon Sales Rank: #482058 in Books
• Published on: 1996-12-05
• Original language: English
• Number of items: 1
• Binding: Paperback
• 496 pages

Customer Reviews

Easy to understand
I bought this book having only a basic knowledge of control engineering/control systems. I found this book much easier to understand than many others available on Kalman filtering. My only critisism of this book is that the sample questions not for solution using MATLAB have no answers provided. Very frustrating when your trying to learn a new subject not to know if your right or wrong. In short this is a good book and a good introduction to Kalman filtering.

Strongly recommended
Most books on this topic contain lots of scary and hard to read maths and notation. This book is by far the best I have found for explaining Kalman filtering to a relative beginner. The use of MATLAB questions with answers on the accompanying disk is also a big help. A shame they don't include answers for the written questions, although there is a solutions book knocking about (ISBN 0471173630). The book is clear and consise and I'd definately recommend it. Save the other books until you already know what they're talking about.

Excellent book
I bought this in order to learn the basics of Kalman filters and how they work. The strength of the book is the inclusion of the MATLAB scripts and software, which help confirmed my understanding of the written text. Topics covered range from basic statistical theory through to a case study of the GPS system and the application of Kalman filters. Thoroughly recommended.