Random Signals and Kalman Filtering
Robert Grover Brown and Patrick Y.C. Hwang
Order Random Signals and Applied Kalman Filtering (with MATLAB exercises) from NavtechGPS and get the Solutions Manual written in the authors’ own hand to the end of chapter homework problems on the included CD-ROM. The solutions CD-ROM is exclusive to NavtechGPS and cannot be purchased anywhere else. (A paperback version of the Solutions Manual is also available from NavtechGPS. See below.)
NEW Fourth Edition! Brown and Hwang’s textbook introduces the theory and application of Kalman filters for senior undergraduates and graduate-level students. This important revision updates the research advances in variations on the Kalman filter algorithm and adds a wide range of new application examples. The book emphasizes the application of computational software tools such as MATLAB to solving end-of-chapter homework problems.
Several new chapters have been created by reducing , combining and restructuring older material, with the goal of making the introductory background material more accessible to undergraduates, including:
New Chapter 2: Mathematical description of Random Signals. Comparison of first and second order Gauss-Markov processes.
New Chapter 3: State-Space modeling and Monte Carlo Simulation.
New Chapter 4: Derivation of the Basic Kalman filter algorithm. Monte Carlo examples.
New Chapter 5: Alternative form of the Kalman filter. The Information filter.
Later chapters will include a significant amount of new material on nonlinear filtering and sampling Bayesian filters (Particle and Unscented), the “Go-Free” concept as related to complementary filtering , and application such as simultaneous localization and mapping for autonomous vehicles, inertial navigation systems and global satellite navigation systems.
ISBN 13: 978-0-470-60969-9
ISBN 10: 0470609699
List Price: $192.00