TY  - BOOK
AU  - Fadali,M.Sami
ED  - SpringerLink (Online service)
TI  - Introduction to Random Signals, Estimation Theory, and Kalman Filtering
SN  - 9789819980635
AV  - TJ212-225 
PY  - 2024///
CY  - Singapore
PB  - Springer Nature Singapore, Imprint: Springer
KW  - Control engineering
KW  - Robotics
KW  - Automation
KW  - Aerospace engineering
KW  - Astronautics
KW  - Telecommunication
KW  - Control, Robotics, Automation
KW  - Aerospace Technology and Astronautics
KW  - Communications Engineering, Networks
N1  - Review of Probability Theory -- Random Variables -- Random Signals (autocorrelation, power spectral density) -- Response of Linear Systems to Random Inputs (continuous, discrete) -- Estimation and Estimator Properties (small sample and large sample properties of estimators, CRLB) -- Least Square Estimation Likelihood (likelihood function, detection) -- Maximum Likelihood Estimation -- Minimum Mean-Square Error Estimation (Kalman Filter, information filter, filter stability) -- Generalizing the Basic Kalman Filter (colored noise, correlated noise, reduced-order estimator, Schmidt Kalman filter sequential computation) -- Prediction and Smoothing -- Nonlinear Filtering (Extended Kalman filter, unscented Kalman filter, ensemble Kalman filter, particle filter) -- The Expectation Maximization Algorithm -- Markov Models
N2  - This book provides first-year graduate engineering students and practicing engineers with a solid introduction to random signals and estimation. It includes a statistical background that is often omitted in other textbooks but is essential for a clear understanding of estimators and their properties. The book emphasizes applicability rather than mathematical theory. It includes many examples and exercises to demonstrate and learn the theory that makes extensive use of MATLAB and its toolboxes. Although there are several excellent books on random signals and Kalman filtering, this book fulfills the need for a book that is suitable for a single-semester course that covers both random signals and Kalman filters and is used for a two-semester course for students that need remedial background. For students interested in more advanced studies in the area, the book provides a bridge between typical undergraduate engineering education and more advanced graduate-level courses
UR  - https://doi.org/10.1007/978-981-99-8063-5
ER  -