Introduction to Random Signals and Applied Kalman Filtering

Designed for control system and communication engineers, this textbook on random signals focuses on Kalman filtering, computer software, special computer problems and applications. Along with case studies, a diskette is included with the book to enable users to see Kalman filtering in action.

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This second edition of a standard textbook 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 with the book to enable readers to actually see how Kalman filtering works.