Introduction to Random Signals and Applied Kalman Filtering: with Matlab Exercises

Book Description
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.

Table of Contents
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
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

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+ comments + 6 comments

3 August 2015 at 03:55

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13 September 2015 at 18:26

Thanks a lot for the book!

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30 April 2016 at 10:54

pls i want the solution manual of this book !!

2 May 2016 at 01:54

Sorry not available

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