Introduction to Random Signals & Applied Kalman Filtering 2e - Solutions Manual [Paperback]

R.G. Brown (Author)

Book Description

Publication Date: June 5, 1992

The first edition of this textbook has been widely used for over 15 years. This second edition focuses on applied Kalman filtering and its random signal analysis. Important to all control system and communication engineers, the text emphasizes applications, computer software and associated sets of special computer problems. Along with actual case studies, a diskette is included to enable readers to actually see how Kalman filtering works.

--This text refers to an alternate Paperback edition.

Editorial Reviews

Review

Solutions Manual available. -- The publisher, John Wiley & Sons --This text refers to an out of print or unavailable edition of this title.

From the Publisher

Focuses on applied Kalman filtering and its random signal analysis. Important to all control system and communication engineers, it emphasizes applications, computer software and associated sets of special computer problems to aid in tying together both theory and practice. Along with actual case studies, a diskette is included to enable readers to actually see how Kalman filtering works. --This text refers to an out of print or unavailable edition of this title.

Product Details

• Paperback: 202 pages
• Publisher: John Wiley & Sons Inc; 2nd edition (June 5, 1992)
• Language: English
• ISBN-10: 0471525685
• ISBN-13: 978-0471525684
• Average Customer Review: 2.5 out of 5 stars  See all reviews (2 customer reviews)
• Amazon Best Sellers Rank: #7,494,573 in Books (See Top 100 in Books)

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Most Helpful Customer Reviews

4.0 out of 5 stars On the contrary, a good book..., November 16, 2010

By 

JASA "JASA" (Portugal) - See all my reviews

This review is from: Introduction to Random Signals and Applied Kalman Filtering, 2nd Edition (Hardcover)

Although this is an outdated book (there is around the 3rd edition, since 1996 Introduction to Random Signals and Applied Kalman Filtering, 3rd Edition (Book only)), it deserves a new review because IMHO the "single star" given by a former review is quite unfair. In the end, it is a good book.

There are 10 chapters: (i) Probability and random variables; (ii) Random signals; (iii) Linear systems with random inputs; (iv) Wiener filter; (v) Discrete K filter; (vi) Apps of the discrete K filter; (vii) Continuous K filter; (viii) Discrete smoothing and prediction; (ix) Linearization of the K filter; (x) Case study: GPS.

The book lays down the foundations (random variables and processes, linear systems, Wiener filter), and builds the discrete and continuous Kalman filters theory and algorithms on top of them. It isn't focused on implementation issues (for that matter there are, for instance, G. Bierman's classic "Factorization methods for discrete sequential estimation", and more recent texts, some of them targetting real-time implementations). The treatment of the K filter follows a dual path: both frequency and time domains are used profusely. The sole critic I have is the somewhat excessive length - 500 pages. But the strong pedagogical nature is an excuse for this fact. And it deserves **** stars.

4 of 8 people found the following review helpful:

1.0 out of 5 stars The wrong approach, October 2, 1998

By A Customer

This review is from: Introduction to Random Signals and Applied Kalman Filtering, 2nd Edition (Hardcover)

This book approaches the theory of Kalman Filtering mostly through the frequency domain approach and fails to appreciate the power of the state space dynamic representation and recursion which are the key concepts. A lot of equations but no 'real' explanations!