Book introduction to random signals and applied kalman filtering with matlab exercises ISBN 0471128392

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Title: Introduction to Random Signals and Applied Kalman Filtering with MATLAB Exercises
Author: Robert Grover BrownPatrick Y. C. Hwang
ISBN: 0471128392
EAN: 9780471128397
3rd Edition. Edition
484 Pages
Publisher: Sons
Binding: Paperback
Publication date: 1996-12-05

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2005-12-09 Excellent book

I bought this in order to learn the basics of Kalman filters and how they work. The strength of the book is the inclusion of the MATLAB scripts and software, which help confirmed my understanding of the written text. Topics covered range from basic statistical theory through to a case study of the GPS system and the application of Kalman filters. Thoroughly recommended.