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Brown, Hwang:

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

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Table Of Contents

Chapter 1: Probability and Random Variables: A Review

Kalman Filter Software (requires WinZip or equivalent software)
MATLAB Files (requires WinZip or equivalent software)
Errata for the Third Printing (requires Adobe Acrobat Reader)

Chapter 2: Mathematical Description of Random Signals

Kalman Filter Software (requires WinZip or equivalent software)
MATLAB Files (requires WinZip or equivalent software)
Errata for the Third Printing (requires Adobe Acrobat Reader)

Chapter 3: Response of Linear Systems to Random Inputs

Kalman Filter Software (requires WinZip or equivalent software)
MATLAB Files (requires WinZip or equivalent software)
Errata for the Third Printing (requires Adobe Acrobat Reader)

Chapter 4: Wiener Filtering

Kalman Filter Software (requires WinZip or equivalent software)
MATLAB Files (requires WinZip or equivalent software)
Errata for the Third Printing (requires Adobe Acrobat Reader)

Chapter 5: The Discrete Kalman Filter, State-Space Modeling, and Simulation

Kalman Filter Software (requires WinZip or equivalent software)
MATLAB Files (requires WinZip or equivalent software)
Errata for the Third Printing (requires Adobe Acrobat Reader)

Chapter 6: Prediction, Applications, and More Basics on Discrete Kalman Filtering

Kalman Filter Software (requires WinZip or equivalent software)
MATLAB Files (requires WinZip or equivalent software)
Errata for the Third Printing (requires Adobe Acrobat Reader)

Chapter 7: The Continuous Kalman Filter

Kalman Filter Software (requires WinZip or equivalent software)
MATLAB Files (requires WinZip or equivalent software)
Errata for the Third Printing (requires Adobe Acrobat Reader)

Chapter 8: Smoothing

Kalman Filter Software (requires WinZip or equivalent software)
MATLAB Files (requires WinZip or equivalent software)
Errata for the Third Printing (requires Adobe Acrobat Reader)

Chapter 9: Linearization and Additional Intermediate-Level Topics on Applied Kalman Filtering

Kalman Filter Software (requires WinZip or equivalent software)
MATLAB Files (requires WinZip or equivalent software)
Errata for the Third Printing (requires Adobe Acrobat Reader)

Chapter 10: More on Modeling: Integration of Noninertial Measurements into INS

Kalman Filter Software (requires WinZip or equivalent software)
MATLAB Files (requires WinZip or equivalent software)
Errata for the Third Printing (requires Adobe Acrobat Reader)

Chapter 11: The Global Positioning System: A Case Study

Kalman Filter Software (requires WinZip or equivalent software)
MATLAB Files (requires WinZip or equivalent software)
Errata for the Third Printing (requires Adobe Acrobat Reader)

Appendix A: Laplace and Fourier Transforms

Kalman Filter Software (requires WinZip or equivalent software)
MATLAB Files (requires WinZip or equivalent software)
Errata for the Third Printing (requires Adobe Acrobat Reader)

Appendix B: Typical Navigation Satellite Geometry

Kalman Filter Software (requires WinZip or equivalent software)
MATLAB Files (requires WinZip or equivalent software)
Errata for the Third Printing (requires Adobe Acrobat Reader)

Appendix C: Kalman Filtering Software

Kalman Filter Software (requires WinZip or equivalent software)
MATLAB Files (requires WinZip or equivalent software)
Errata for the Third Printing (requires Adobe Acrobat Reader)

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