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Title: Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises and Solutions, 3rd Edition by Robert Grover Brown, Patrick Y. C. Hwang ISBN: 0-471-12839-2 Publisher: Wiley Text Books Pub. Date: 14 November, 1996 Format: Hardcover Volumes: 1 List Price(USD): $118.95

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Average Customer Rating: 4 (7 reviews)

Rating: 2
Summary: Lacking explanations as a textbook
Comment: 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.

Rating: 5
Summary: what you need to get started
Comment: 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.

Rating: 5
Summary: Best Kalman filter book
Comment: I use this book on a daily basis. It is worth its weight in gold.

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