Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises and Solutions, 3rd Edition
Average customer rating: 4 out of 5 stars
  • Lacking explanations as a textbook
  • what you need to get started
  • what you need to get started
  • Best Kalman filter book
  • Kalman filters, Brown & Hwang vs. Gelb
Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises and Solutions, 3rd Edition
Robert Grover Brown , and Patrick Y. C. Hwang
Manufacturer: Wiley
ProductGroup: Book
Binding: Paperback

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  2. Kalman Filtering : Theory and Practice Using MATLAB Kalman Filtering : Theory and Practice Using MATLAB
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ASIN: 0471128392

Book Description

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 linear systems to random inputs. The following chapter is devoted to Wiener filtering and the remainder of the text deals with various facets of Kalman filtering with emphasis on applications. Starred problems at the end of each chapter are computer exercises. The authors believe that programming the equations and analyzing the results of specific examples is the best way to obtain the insight that is essential in engineering work.

Customer Reviews:

2 out of 5 stars Lacking explanations as a textbook.......2004-02-11

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.

5 out of 5 stars what you need to get started.......2003-07-05

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.

5 out of 5 stars what you need to get started.......2003-07-05

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.

5 out of 5 stars Best Kalman filter book.......2003-03-12

I use this book on a daily basis. It is worth its weight in gold.

2 out of 5 stars Kalman filters, Brown & Hwang vs. Gelb.......2003-02-07

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.
Random Signals and Noise: A Mathematical Introduction
Average customer rating: Not rated
    Random Signals and Noise: A Mathematical Introduction
    Shlomo Engelberg
    Manufacturer: CRC
    ProductGroup: Book
    Binding: Hardcover

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    1. Intuitive Probability and Random Processes using MATLAB Intuitive Probability and Random Processes using MATLAB

    ASIN: 0849375541

    Book Description

    Understanding the nature of random signals and noise is critically important for detecting signals and for reducing and minimizing the effects of noise in applications such as communications and control systems. Outlining a variety of techniques and explaining when and how to use them, Random Signals and Noise: A Mathematical Introduction focuses on applications and practical problem solving rather than probability theory. A Firm Foundation Before launching into the particulars of random signals and noise, the author outlines the elements of probability that are used throughout the book and includes an appendix on the relevant aspects of linear algebra. He offers a careful treatment of Lagrange multipliers and the Fourier transform, as well as the basics of stochastic processes, estimation, matched filtering, the Wiener-Khinchin theorem and its applications, the Schottky and Nyquist formulas, and physical sources of noise. Practical Tools for Modern Problems Along with these traditional topics, the book includes a chapter devoted to spread spectrum techniques. It also demonstrates the use of MATLAB® for solving complicated problems in a short amount of time while still building a sound knowledge of the underlying principles. A self-contained primer for solving real problems, Random Signals and Noise presents a complete set of tools and offers guidance on their effective application.

    An Introduction to the Theory of Random Signals and Noise
    Average customer rating: 4 out of 5 stars
    • Good Book to start
    An Introduction to the Theory of Random Signals and Noise
    Wilbur B., Jr. Davenport , and William L. Root
    Manufacturer: Wiley-IEEE Press
    ProductGroup: Book
    Binding: Hardcover

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    1. Principles of Random Signal Analysis and Low Noise Design: The Power Spectral Density and its Applications Principles of Random Signal Analysis and Low Noise Design: The Power Spectral Density and its Applications
    2. An Introduction to Information Theory An Introduction to Information Theory
    3. Probability, Random Variables and Stochastic Processes with Errata Sheet Probability, Random Variables and Stochastic Processes with Errata Sheet

    ASIN: 0879422351

    Book Description

    This "bible" of a whole generation of communications engineers was originally published in 1958. The focus is on the statistical theory underlying the study of signals and noises in communications systems, emphasizing techniques as well s results. End of chapter problems are provided.

    Sponsored by:
    IEEE Communications Society

    Customer Reviews:

    4 out of 5 stars Good Book to start.......2000-04-07

    Good introduction to Random process for enginners & scientist.
    Introduction to Random Signals and Noise
    Average customer rating: Not rated
      Introduction to Random Signals and Noise
      Wim C. Van Etten
      Manufacturer: Wiley
      ProductGroup: Book
      Binding: Hardcover

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      ASIN: 0470024119

      Book Description

      Random signals and noise are present in many engineering systems and networks. Signal processing techniques allow engineers to distinguish between useful signals in audio, video or communication equipment, and interference, which disturbs the desired signal.

      With a strong mathematical grounding, this text provides a clear introduction to the fundamentals of stochastic processes and their practical applications to random signals and noise. With worked examples, problems, and detailed appendices, Introduction to Random Signals and Noise gives the reader the knowledge to design optimum systems for effectively coping with unwanted signals.

      Key features:

      An excellent resource for professional engineers developing communication systems, semiconductor devices, and audio and video equipment, this book is also ideal for senior undergraduate and graduate students in Electronic and Electrical Engineering.

      Download Description

      Random signals and noise are present in many engineering systems and networks. Signal processing techniques allow engineers to distinguish between useful signals in audio, video or communication equipment, and interference, which disturbs the desired signal. With a strong mathematical grounding, this text provides a clear introduction to the fundamentals of stochastic processes and their practical applications to random signals and noise. With worked examples, problems, and detailed appendices, Introduction to Random Signals and Noise gives the reader the knowledge to design optimum systems for effectively coping with unwanted signals. Key features: Considers a wide range of signals and noise, including analogue, discrete-time and bandpass signals in both time and frequency domains. Analyses the basics of digital signal detection using matched filtering, signal space representation and correlation receiver. Examines optimal filtering methods and their consequences. Presents a detailed discussion of the topic of Poisson processes and shot noise. An excellent resource for professional engineers developing communication systems, semiconductor devices, and audio and video equipment, this book is also ideal for senior undergraduate and graduate students in Electronic and Electrical Engineering.
      An Introduction to the Theory of Random Signals and Noise
      Average customer rating: Not rated
        An Introduction to the Theory of Random Signals and Noise
        William L. Root Jr. , and Wilbur B. Davenport
        Manufacturer: McGraw-Hill
        ProductGroup: Book
        Binding: Hardcover
        ASIN: B000E7SY5C
        Introduction to Random Signals and Applied Kalman Filtering, 2nd Edition
        Average customer rating: 1 out of 5 stars
        • The wrong approach
        Introduction to Random Signals and Applied Kalman Filtering, 2nd Edition
        Robert Grover Brown , and Patrick Y. C. Hwang
        Manufacturer: John Wiley & Sons
        ProductGroup: Book
        Binding: Hardcover

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        ASIN: 0471525731

        Customer Reviews:

        1 out of 5 stars The wrong approach.......1998-10-02

        This book approaches the theory of Kalman Filtering mostly through the frequency domain approach and fails to appreciate the power of the state space dynamic representation and recursion which are the key concepts. A lot of equations but no 'real' explanations!
        An Introduction to the Theory of Random Signals and Noise by William L. Root Jr.; Wilbur B. Davenport
        Average customer rating: Not rated
          An Introduction to the Theory of Random Signals and Noise by William L. Root Jr.; Wilbur B. Davenport
          William L. Root Jr.; Wilbur B. Davenport
          Manufacturer: McGraw-Hill
          ProductGroup: Book
          Binding: Hardcover
          ASIN: B000VEMVNO
          Introduction to the Theory of Random Signals and Noise.
          Average customer rating: Not rated
            Introduction to the Theory of Random Signals and Noise.
            Wilbur B and et al Davenport
            Manufacturer: see notes for publisher info
            ProductGroup: Book
            Binding: Unknown Binding
            ASIN: B0000CK07R
            Random Signals and Noise, Introduction to the Theory Of,
            Average customer rating: Not rated
              Random Signals and Noise, Introduction to the Theory Of,

              Manufacturer: McGraw-Hill Book Co.
              ProductGroup: Book
              Binding: Hardcover
              ASIN: B000HDHL7K
              INTRODUCTION TO RANDOM SIGNALS AND NOISE
              Average customer rating: Not rated
                INTRODUCTION TO RANDOM SIGNALS AND NOISE
                WIM C. VAN ETTEN
                Manufacturer: JOHN WILEY AND SONS LTD
                ProductGroup: Book
                Binding: Paperback
                ASIN: B000N5BM6I

                The Magician's Wife (William Abrahams Book)
                Average customer rating: 3.5 out of 5 stars
                • no title
                • An "off" book in the Moore repertoire
                • Explores the politics of war and cultures
                • Tricks, politics and religion
                • good idea, but a very boring execution of it
                The Magician's Wife (William Abrahams Book)
                Brian Moore
                Manufacturer: Plume
                ProductGroup: Book
                Binding: Paperback

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                ASIN: 0452279593

                Amazon.com

                Brian Moore is best known for his mysteries of faith and fanaticism. The Statement focuses on a murderously uncontrite Vichy collaborator whom the French Catholic church has long sheltered. And in The Color of Blood (1987)--set in an unnamed Iron Curtain country--a cardinal wonders if people aren't using religion "as a sort of politics." Religion and politics again feature in The Magician's Wife, but this time they are accompanied by their long-time companion, illusion. Once again, France is the setting--Second Empire France, though, along with its prospective colony, Algeria.

                Moore opens the novel with a bizarre detail. It is 1856 and Emmeline Lambert watches a mechanical gatekeeper salute a departing dignitary. This nuts-and-bolts major-domo is the creation of her autocratic husband, Henri, formerly France's greatest magician, retired and hard at work on such minor contrivances. "Now he was an inventor, a scientist," Emmeline thinks. "But would a real scientist spend his days making mechanical marionettes?" Her impatience with his compulsive tinkering is only one part of a troubled marriage, which seems to consist largely of fossilized accommodations and painful discretion.

                According to their visiting dignitary, however, the prestidigitator's country needs him. Colonel Deniau, head of Arab affairs and in many ways the real magician of the tale--or the magician's enchanter--has a mysterious project in mind. The plan is to flatter Henri into creating a series of mind-blowing tricks. According to the colonel, an Algerian marabout, or living saint, is "said to possess miraculous powers" and might call for a holy war. If Henri outperforms the Algerian, he will seem the greater marabout" and convince them that God is not on their side but France's."

                The Magician's Wife is a condemnation of colonialism, of which illusion is always a key ingredient. Moore's novel, however, is far from a tract: he infuses his drama of the past with our present anxiety. He also creates, quite literally, a magical narrative. Though the Algerians may consider Henri the devil incarnate, and his wife may slight his legerdemain, you will be awed by his fantastic skills and the apparent effortlessness with which the author relates them.

                Book Description

                Based upon an actual incident from the early days of the French imperialist drive into North Africa, Brian Moore's latest bestseller, The Magician's Wife tells a profound story of political will in conflict with spiritual belief--and of one woman's desires and convictions. Summoned to the grand country estate of Napoleon III, the famed illusionist Henri Lambert and his wife Emmeline are drawn into an elaborate plan to further French influence in North Africa and subdue the rebellious Arab tribes. An ambitious, intelligent man, Lambert will go to desperate lengths to satisfy his emperor. Emmeline, meanwhile, undergoes a spiritual conversion, shedding her former notions of patriotism and propriety in the hot glare of the desert sun. From the splendor and intrigue of the French royal court of the 1850s to the wild majesty of the Sahara, The Magician's Wife is an exciting, exotic, and glamorously seductive novel.

                Customer Reviews:

                1 out of 5 stars no title.......2006-01-27

                Didn't like this book one whit; thinly disguised romance. More concerned with exotic and historical details than building character. Written on a third grade level. Very disappointing.

                3 out of 5 stars An "off" book in the Moore repertoire.......2005-11-04

                Set in North Africa in 1856, a magician is sent by Napolean III to Algeria to "convince" the fractious Bedouins that France has absolute power. To do this he creates contrivances, little devices that appear to give him magical powers. (One is a fake bullet made of wax with which he can be "shot" and not suffer any effects.) The Bedouins, however, have their own "magician" - a marabout, or holy man, and it comes down to a competition between opposing "seers."

                Although the book can be pretty suspenseful at times, the writing, especially the dialogue, is very stiff. This is surprising for Moore, who usually writes extremely well. It's as if the formal historical setting dictated he write in an almost stereotypically old-fashioned way - a big mistake. An amateur writer might be excused this failure, but not a pro like Moore.

                4 out of 5 stars Explores the politics of war and cultures.......2004-08-10

                I found the story very interesting - I chose it because it takes place in France and Algeria however the plot and the characters took over and I couldn't put it down - fascinating.

                4 out of 5 stars Tricks, politics and religion.......2003-05-04

                `The Magician's Wife' is my first Brian Moore book, and I can say it is good, but I still have mixed feelings about it. He has a good style, and is a great storyteller, but somewhere in the middle I got lost --but found again in the end. I liked the way he mixed politic and religion -- and I've read he does it in many novels, so I'll probably read another of his books sooner or later.

                I liked the first part best than the second. It was very interesting to learn the traditions in that court, but I have the feeling that most characters were human types rather than human beings. Anyway, his attention to details is one of the things that makes the reading interesting. The description of lucheons, parties and huntings are very interesting.

                In my view, he lost the command of the narrative in the second part, when the story is set in Algeria. Local people again seem more human types, and the narrative got a bit confusing. Nevertheless, the climax of the novel is something very interesting, and that grabs your attention, and there is one twist in the end, that makes sense.

                Emmeline, the magician's wife, is an interesting character --of course, the most well developed one in the novel--, and despite some flaws she is totally believable. So are her husband and Denieu, the two other important characters.

                To sum up, this is an interesting book, but not recommended to everyone. And for me, I think I should try anothe Moore novel before deciding where I place him in my taste for books.

                2 out of 5 stars good idea, but a very boring execution of it.......2002-04-27

                I had heard high praise of Brian Moore, comparing him to Graham Greene; however, I found that to be very misleading. Although The Magician's Wife does have a moral quandary, I wouldn't liken it in any other way to the writings of Graham Greene. There is one exciting, interesting scene in this novel, which doesn't happen until the near end, and it isn't worth reading the rest of this dull novel. None of the characters are fully developed. The main character is sucn a boring and emotionless woman, it is difficult to read the tale from her point of view. Three quarters of the novel is just filler, meaningless description, not even beautifully detailed description, just padding. I give it two stars instead of one because it was an interesting idea, and it does have the one good scene (the magician truly put to test). I...will give Moore one more chance. Perhaps this isn't representative of his work...
                The Magicians Wife
                Average customer rating: Not rated
                  The Magicians Wife
                  Cain James
                  Manufacturer: Dial Press
                  ProductGroup: Book
                  Binding: Hardcover
                  ASIN: B000NYCNPS
                  The Magician's Wife
                  Average customer rating: Not rated
                    The Magician's Wife
                    Brian Moore
                    Manufacturer: Flamingo
                    ProductGroup: Book
                    Binding: Paperback
                    ASIN: B000OIRH6S
                    THE MAGICIAN'S WIFE
                    Average customer rating: Not rated
                      THE MAGICIAN'S WIFE
                      Cain James M
                      Manufacturer: Dial Press
                      ProductGroup: Book
                      Binding: Hardcover
                      ASIN: B000J4Y1JI
                      The Magician's Wife
                      Average customer rating: Not rated
                        The Magician's Wife
                        Brian Moore
                        Manufacturer: E P Dutton
                        ProductGroup: Book
                        Binding: Hardcover
                        ASIN: B000O3ODXS
                        Magician's Wife
                        Average customer rating: Not rated
                          Magician's Wife
                          Jerome Charyn
                          Manufacturer: Catalan Communications
                          ProductGroup: Book
                          Binding: Paperback

                          ContemporaryContemporary | General | Literature & Fiction | Subjects | Books
                          ASIN: 0874160456
                          The Magician's Wife
                          Average customer rating: Not rated
                            The Magician's Wife

                            Manufacturer: Recorded Books
                            ProductGroup: Book
                            Binding: Audio Cassette
                            ASIN: 0788719807

                            Product Description

                            Five Cassettes/7.5 Hours...Brian Moores suspenseful works, including The Statement, are international bestsellers, and three of his novels have been nominated for the Booker Prize. The Magicians Wife is an exotic tale of intrigue set in the age of Napoleon III. It received starred reviews in Publishers Weekly and Kirkus Reviews. Monsieur Henri Lambert is a world-famous magician. Because his carefully rehearsed performances astound even the most critical audiences, the Emperor sends him to Algeria. There, Lambert must dazzle its leaders and convince them the French have special powers. As an added attraction, Emmeline, his unsophisticated young wife, is to accompany him. But in this unfamiliar landscape, when Emmeline discovers the deception involved in the Emperors plan, she decides to shift its outcome. Moore skillfully tightens the suspense, infusing it with lyrical passages that highlight Emmelines growing intelligence. Narrator Graeme Malcolms European tones capture the international flair of this outstanding book.
                            The Magician's Wife
                            Average customer rating: Not rated
                              The Magician's Wife
                              Brian Moore
                              Manufacturer: PLUME
                              ProductGroup: Book
                              Binding: Paperback
                              ASIN: B000NUMAJG
                              Magician's Wife
                              Average customer rating: Not rated
                                Magician's Wife
                                James M. Cain
                                Manufacturer: DIAL PRESS
                                ProductGroup: Book
                                Binding: Hardcover
                                ASIN: B000OK45V6
                                The magician's wife
                                Average customer rating: 2.5 out of 5 stars
                                • Not That Great
                                • Far-fetched rework of Cain's Classics
                                • The 'other' Magician's Wife
                                The magician's wife
                                James M Cain
                                Manufacturer: Dial Press
                                ProductGroup: Book
                                Binding: Unknown Binding
                                ASIN: B0006BMV4G

                                Customer Reviews:

                                2 out of 5 stars Not That Great.......2004-08-26

                                As another reviewer stated, sort of a blend of The Postman Always Rings Twice/Double Indemnity type story - hero immediately falls in love with and wants to marry murderous woman. Does her bidding, regrets it, ridiculous ending. I mean, do people really abandon their moral code that quickly and easily? I don't believe so, therefore the whole premise seemed outlandish.

                                2 out of 5 stars Far-fetched rework of Cain's Classics.......2001-06-16

                                The Magician's Wife is a mediocre rendition of some of Cain's classic novels such as The Postman Always Rings Twice and Double Indemnity. Although it starts off slowly, it does build up a head of steam and if you ignore some of the unbelievable actions of the protagonist, the charismatic meat-magnate, Clay Lockwood, it is a hard book to put down. More or less the plot is a fellow (this time a successful executive) has an affair with a married woman and after much arm-twisting chooses to help her murder her husband for money. The magician's wife is clearly not someone worth murdering for and at the same time Clay carries on an affair with her mother, Grace, which is one of the absurd elements of this novel. Like a magician, Cain works out interesting plot twists around these incongruencies and somehow makes it a compelling read. Nonetheless he is not in great form, for a key scene where Clay scopes out the magician whom he is plotting to kill and sees him performing tricks for some kids in his neighborhood would by Cain's standards be rendered in grand fashion as the potential killer feels remorse and anguish in discovering that his victim is a regular and decent guy. Somehow in The Magician's Wife this scene is barely sketched out leaving out, so to speak, The Mark of Cain.

                                4 out of 5 stars The 'other' Magician's Wife.......2001-05-08

                                This 'Magician's Wife' is not Moore's story set in France/Europe. It is, instead, a story of lust, adultery, and wish fulfillment set 1940's Virginia.

                                A master of American noir, Cain spins a suspense-filled that reminds you to be careful what you wish for.

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                                2. Introduction to Solid Modeling Using SolidWorks 2006 (Best Engineering Series and Tools)
                                3. Introduction to Superconductivity: Second Edition (Dover Books on Physics)
                                4. Introductory Statistical Mechanics
                                5. JavaTech, an Introduction to Scientific and Technical Computing with Java
                                6. Language, Meaning, and Culture: The Selected Papers of C.E. Osgood (Centennial Psychology Series)
                                7. Linear and Nonlinear Rotordynamics: A Modern Treatment with Applications (Wiley Series in Nonlinear Science)
                                8. Loops and Other Groups: A Kinesthetic Writing System
                                9. Momentum, Heat, and Mass Transfer Fundamentals
                                10. Neuro-Dynamic Programming (Optimization and Neural Computation Series, 3)

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