DSPRelated.com

Kalman Filtering : Theory and Practice Using MATLAB

Mohinder S. Grewal 2001

". . . an authentic magnum opus worth much more than its weight in gold!"-IEEE Transactions on Automatic Control, from a review of the First Edition"The best book I've seen on the subject of Kalman filtering . . . Reading other books on Kalman filters and not this one could make you a very dangerous Kalman filter engineer."-Amazon.com, from a review of the First EditionIn this practical introduction to Kalman filtering theory and applications, authors Grewal and Andrews draw upon their...


Kalman Filtering and Neural Networks

Simon Haykin 2001

State-of-the-art coverage of Kalman filter methods for the design of neural networks This self-contained book consists of seven chapters by expert contributors that discuss Kalman filtering as applied to the training and use of neural networks. Although the traditional approach to the subject is almost always linear, this book recognizes and deals with the fact that real problems are most often nonlinear. The first chapter offers an introductory treatment of Kalman filters with an emphasis...


Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercise

Robert Grover Brown 1996

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...