Introduction to random signals and applied Kalman filtering. With Matlab exercises and solutions (Q2785490)

The book is an application oriented text on linear stochastic systems and Kalman theory. The book consists of 11 chapters and 3 appendices. Furthermore, a diskette belongs to the book, which contains programs on Kalman filters.NEWLINENEWLINENEWLINEChapters 1 to 3 contain foundations on probability theory, statistics and random signals. The chapters 4 to 11 are devoted to the following problems:NEWLINENEWLINENEWLINEWiener filtering;NEWLINENEWLINENEWLINEThe discrete Kalman filter, state-space modelling and simulation;NEWLINENEWLINENEWLINEPrediction, applications, and more basics on discrete Kalman filtering;NEWLINENEWLINENEWLINEThe continuous Kalman filter;NEWLINENEWLINENEWLINESmoothing;NEWLINENEWLINENEWLINELinearization and additional intermediate-level topics on applied Kalman filtering;NEWLINENEWLINENEWLINEMore on modeling: integration of noninertial measurements into INS;NEWLINENEWLINENEWLINEThe global positioning system: a case study.