Introduction to random signal analysis and Kalman filtering

Introduction to random signal analysis and Kalman filtering by Robert Grover Brown. hardcover edition. ISBN: 9780471087328.

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.