In this updated edition the main thrust is on applied Kalman filtering. Chapters 1-3 provide a minimal background in random process theory and the response of l

In this updated edition the main thrust is on applied Kalman filtering. Chapters 1-3 provide a minimal background in random process theory and the response of l

The first edition of this textbook has been widely used for over 15 years. This second edition focuses on applied Kalman filtering and its random signal analysi

Focuses on applied Kalman filtering and its random signal analysis. Important to all control system and communication engineers, it emphasizes applications, com