Introduction to Random Signals and Applied Kalman Filtering, 2nd Edition / Robert Grover Brown, Patrick Y. C. Hwang

Focuses on applied Kalman filtering and its random signal analysis. Important to all control system and communication engineers, it emphasizes applications, computer software and associated sets of special computer problems to aid in tying together both theory and practice. Along with actual case studies, a diskette is included to enable readers to actually see how Kalman filtering works.
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