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Introduction to Random Signals and Kalman Filtering - Robert Grover Brown - Hardcover

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Brown, Robert G.

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Introduction to Random Signals and Kalman Filtering - Robert Grover Brown - Hardcover, ISBN 9780471087328 Own This Book? Sell It
ISBN-13:

9780471087328

ISBN:

0471087327

Publisher: Wiley & Sons, Incorporated, John Summary: Probability and Random Variables. Mathematical Description of Random Signals. Response of Linear Systems to Random Inputs. Wiener Filtering. The Discrete Kalman Filter. Applications and Additional Topics on Discrete Kalman Filtering. The Continuous Kalman Filter. Discrete Smoothing and Prediction. Additional Topics on Kalman Filtering. Laplace and Fourier Transforms. Index.
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Product Details
ISBN-13:

9780471087328


ISBN:

0471087327


Publisher: Wiley & Sons, Incorporated, John

Probability and Random Variables. Mathematical Description of Random Signals. Response of Linear Systems to Random Inputs. Wiener Filtering. The Discrete Kalman Filter. Applications and Additional Topics on Discrete Kalman Filtering. The Continuous Kalman Filter. Discrete Smoothing and Prediction. Additional Topics on Kalman Filtering. Laplace and Fourier Transforms. Index.

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