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

Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises and Solutions PDF Author: Robert Grover Brown
Publisher: Wiley-Liss
ISBN:
Category : Computers
Languages : en
Pages : 504

Book 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.

Introduction to Random Signal Analysis and Kalman Filtering

Introduction to Random Signal Analysis and Kalman Filtering PDF Author: Robert Grover Brown
Publisher: John Wiley & Sons
ISBN:
Category : Mathematics
Languages : en
Pages : 376

Book Description
Good,No Highlights,No Markup,all pages are intact, Slight Shelfwear,may have the corners slightly dented, may have slight color changes/slightly damaged spine.

Random Signal Processing

Random Signal Processing PDF Author: Dwight F. Mix
Publisher: Macmillan College
ISBN:
Category : Mathematics
Languages : en
Pages : 472

Book Description
Providing detailed coverage of Wiener filtering and Kalman filtering, this book presents a coherent treatment of estimation theory and an in-depth look at detection theory for communication and pattern recognition.

Introduction to Random Signals and Applied Kalman Filtering

Introduction to Random Signals and Applied Kalman Filtering PDF Author: Robert Grover Brown
Publisher:
ISBN:
Category :
Languages : en
Pages : 52

Book Description


Estimation with Applications to Tracking and Navigation

Estimation with Applications to Tracking and Navigation PDF Author: Yaakov Bar-Shalom
Publisher: John Wiley & Sons
ISBN: 0471465216
Category : Technology & Engineering
Languages : en
Pages : 583

Book Description
Expert coverage of the design and implementation of state estimation algorithms for tracking and navigation Estimation with Applications to Tracking and Navigation treats the estimation of various quantities from inherently inaccurate remote observations. It explains state estimator design using a balanced combination of linear systems, probability, and statistics. The authors provide a review of the necessary background mathematical techniques and offer an overview of the basic concepts in estimation. They then provide detailed treatments of all the major issues in estimation with a focus on applying these techniques to real systems. Other features include: * Problems that apply theoretical material to real-world applications * In-depth coverage of the Interacting Multiple Model (IMM) estimator * Companion DynaEst(TM) software for MATLAB(TM) implementation of Kalman filters and IMM estimators * Design guidelines for tracking filters Suitable for graduate engineering students and engineers working in remote sensors and tracking, Estimation with Applications to Tracking and Navigation provides expert coverage of this important area.

Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises

Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises PDF Author: Robert Grover Brown
Publisher: John Wiley & Sons
ISBN: 9780470609699
Category : Technology & Engineering
Languages : en
Pages : 0

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. Brown and Hwang's bestselling textbook introduces the theory and applications of Kalman filters for senior undergraduates and graduate students. This revision updates both 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. The companion website includes M-files to assist students in applying MATLAB to solving end-of-chapter homework problems.

Digital Signal Processing and Statistical Classification

Digital Signal Processing and Statistical Classification PDF Author: George J. Miao
Publisher: Artech House
ISBN: 9781580531351
Category : Mathematics
Languages : en
Pages : 522

Book Description
This is the first book to introduce and integrate advanced digital signal processing (DSP) and classification together, and the only volume to introduce state-of-the-art transforms including DFT, FFT, DCT, DHT, PCT, CDT, and ODT together for DSP and communication applications. You get step-by-step guidance in discrete-time domain signal processing and frequency domain signal analysis; digital filter design and adaptive filtering; multirate digital processing; and statistical signal classification. It also helps you overcome problems associated with multirate A/D and D/A converters.

Optimal Filtering

Optimal Filtering PDF Author: Brian D. O. Anderson
Publisher: Courier Corporation
ISBN: 0486136892
Category : Science
Languages : en
Pages : 370

Book Description
Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; discrete-time Kalman filter; time-invariant filters; more. 1979 edition.

An Introduction to Statistical Signal Processing

An Introduction to Statistical Signal Processing PDF Author: Robert M. Gray
Publisher: Cambridge University Press
ISBN: 1139456288
Category : Technology & Engineering
Languages : en
Pages : 479

Book Description
This book describes the essential tools and techniques of statistical signal processing. At every stage theoretical ideas are linked to specific applications in communications and signal processing using a range of carefully chosen examples. The book begins with a development of basic probability, random objects, expectation, and second order moment theory followed by a wide variety of examples of the most popular random process models and their basic uses and properties. Specific applications to the analysis of random signals and systems for communicating, estimating, detecting, modulating, and other processing of signals are interspersed throughout the book. Hundreds of homework problems are included and the book is ideal for graduate students of electrical engineering and applied mathematics. It is also a useful reference for researchers in signal processing and communications.

Introduction and Implementations of the Kalman Filter

Introduction and Implementations of the Kalman Filter PDF Author: Felix Govaers
Publisher: BoD – Books on Demand
ISBN: 1838805362
Category : Computers
Languages : en
Pages : 130

Book Description
Sensor data fusion is the process of combining error-prone, heterogeneous, incomplete, and ambiguous data to gather a higher level of situational awareness. In principle, all living creatures are fusing information from their complementary senses to coordinate their actions and to detect and localize danger. In sensor data fusion, this process is transferred to electronic systems, which rely on some "awareness" of what is happening in certain areas of interest. By means of probability theory and statistics, it is possible to model the relationship between the state space and the sensor data. The number of ingredients of the resulting Kalman filter is limited, but its applications are not.