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Introduction to Random Signals and Applied Kalman Filtering - 3rd Ed. [Robert Grover Brown and Patrick Y.C. Hwang, 1996] (softcover, no software)
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List Price: $133.95
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Detailed Description

484 pgs, 1997, John Wiley & Sons, Inc.
ISBN 978-0471128397

The title change of this new edition reflects the spread of Kalman filtering, thanks to modern computers, beyond navigation and determination. Newly added sample problems  plus there are more example of Kalman filtering applications, including an entire new chapter on GPS. This text has enough material for a two-semester introductory course on random signal theory and optimal filtering.


    1. Probability and Random Variables: A Review
    2. Mathematical Description of Random Signals
    3. Response of Linear Systems to Random Inputs
    4. Wiener Filtering
    5. The Discrete Kalman Filter, State-Space Mode and Simulation
    6. Prediction, Applications, and More Basics on Discrete Kalman Filtering
    7. The Continuous Kalman Filter
    8. Smoothing
    9. Linearization and Additional Intermediate-Level Topics on Applied Kalman Filtering
    10. More On Modeling: Integration of Noninertial Measurements Into INS
    11. The Global Positioning System: A Case Study
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STL Errata

Chapter 1 of "The Logic of Microspace"

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