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Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises and Solutions, 3rd Edition

Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises and Solutions, 3rd Edition

List Price: $118.95
Your Price: $118.95
Product Info Reviews

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Rating: 5 stars
Summary: Insightful, Intuitive explanation of Kalman.
Review: Easy to understand text dealing with Random Signals & Kalman Filtering. Also devotes an entire section to GPS. Could use optional sections offering more mathematical rigor.

Rating: 2 stars
Summary: Lacking explanations as a textbook
Review: I am trying to learn the subject by reading this and Gelb. Even though this book covers a lot of introductory concepts, it is lacking proper derivation of equations that I usually see in most math and physics textbooks. I find this book very disappointing for its price.

Rating: 5 stars
Summary: what you need to get started
Review: I have read over simplified and over complicated descriptions
of the Kalman filter for years. The theoretical discussion is
well matched to the examples. THe authors have obviously had
extensive experiance TEACHING to a wide range of students and
the book benefits from their experiance.

I was able to program filters for three of the examples that
most closely match my own applications and exploit what I
learned in a matter of hours. The MATLAB code was useful, but
not critical.

Rating: 5 stars
Summary: what you need to get started
Review: I have read over simplified and over complicated descriptions
of the Kalman filter for years. The theoretical discussion is
well matched to the examples. THe authors have obviously had
extensive experiance TEACHING to a wide range of students and
the book benefits from their experiance.

I was able to program filters for three of the examples that
most closely match my own applications and exploit what I
learned in a matter of hours. The MATLAB code was useful, but
not critical.

Rating: 5 stars
Summary: Best Kalman filter book
Review: I use this book on a daily basis. It is worth its weight in gold.

Rating: 5 stars
Summary: Best Kalman filter book
Review: I use this book on a daily basis. It is worth its weight in gold.

Rating: 4 stars
Summary: Excellent Intro to KF, easy on the rigor..
Review: The text is very readable and the disk is great. The disk soultions run fine in the student version of MATLAB. A rather good number of problems are solved on the disk -- more than I think you would expect; certainly more than I expected.

Rating: 5 stars
Summary: Very good
Review: The text is very readable and the disk is great. The disk soultions run fine in the student version of MATLAB. A rather good number of problems are solved on the disk -- more than I think you would expect; certainly more than I expected.

Rating: 2 stars
Summary: Kalman filters, Brown & Hwang vs. Gelb
Review: This is not my favorite text on Kalman filters. I find there is too much emphasis on elementary, preliminary material, and not enough on application.

I teach the subject out of my own notes (draft book) where the development follows that of Gelb, Applied Optimal Estimation, and all of the computations are done in Matlab. I first read Kalman's original papers in great detail, and rederived his work before the Gelb book (MIT Press, 1974) was published. Since the advdent of Matlab (1984) I have continued to used Gelb's derivations, and augmented that work with extensive Matlab examples.

I still find Gelb more usable as a text than other, newer books, and will continue to use it along with my Matlab supplements.

Rating: 4 stars
Summary: Excellent Intro to KF, easy on the rigor..
Review: This is the third edition of an introductory text on Kalman Filtering. It is easy to read, easy to follow: it presents the discrete-time and the continuous-to-discrete KFs in a clear and logical manner. The MATLAB exercises didn't seem to be integrated with the text too well, and they were written in MATALB v 4., so there are a few "corrections" that must be made ("randn" in v. 5, so all the references to "rand" in the MATLAB code must be fixed). The extended KF and some implementation issues (UDU filter, sequential estimation) are not covered as well as other topics. If you are new to the topic and are looking for a good introduction this is the book. If you already know the topic, I'd pass on the text. What I'd like to see is a new edition of Gelb, replete with MATLAB implementations..


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