Introduction to Random Signals and Applied Kalman Filtering

This textbook has been updated to focus on applied Kalman filtering and its random signal analysis. Emphasis is placed on applications and associated sets of computer problems. Along with case studies, a diskette is included to enable readers to actually use Kalman filtering.

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The first edition of this textbook has been widely used for over 15 years. This second edition 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 to enable readers to actually see how Kalman filtering works.