The Fourth Edition to the "Introduction of Random Signals and Applied Kalman Filtering" is updated to cover innovations in the Kalman filter algorithm and the proliferation of Kalman filtering applications from the past decade. The text updates both the research advances in variations on the Kalman [...]
A study of random signals and optimal filtering-filtering noise that corrupts the desired signal, without requiring sophisticated mathematical skills. This edition is MATLAB oriented, but due to its strong general coverage, it is also applicable to other software programs.[...]