Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises and Solutions, 3rd Edition by Robert Grover Brown - 9780471128397 - Compare Discount Book Prices & Save up to 90%

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		Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises and Solutions, 3rd Edition by Robert Grover Brown, Patrick Y. C. Hwang ISBN-10: 9780471128397 ISBN-10: 0-471-12839-2 ISBN-13: 9780471128397 ISBN-13: 978-0-471-12839-7 Paperback 1996-11-14 Wiley Find Lowest Price
Editorials

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.
Reviews

Lacking explanations as a textbook I am trying to learn the subject by reading this and Gelb. Even though this book covers a lot of introductory concepts, it is lacking proper derivation of equations that I usually see in most math and physics textbooks. I find this book very disappointing for its price.
what you need to get started 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.
what you need to get started 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.
Best Kalman filter book I use this book on a daily basis. It is worth its weight in gold.
Kalman filters, Brown & Hwang vs. Gelb This is not my favorite text on Kalman filters. I find there is too much emphasis on elementary, preliminary material, and not enough on application. I teach the subject out of my own notes (draft book) where the development follows that of Gelb, Applied Optimal Estimation, and all of the computations are done in Matlab. I first read Kalman's original papers in great detail, and rederived his work before the Gelb book (MIT Press, 1974) was published. Since the advdent of Matlab (1984) I have continued to used Gelb's derivations, and augmented that work with extensive Matlab examples. I still find Gelb more usable as a text than other, newer books, and will continue to use it along with my Matlab supplements.

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