Introductry book on Kalman Filters--- opnions please

Shunya · February 11th, 2004, 6:20 pm

Introduction to Random Signals and Applied Kalman Filtering with MATLAB Exercises [With Disk] by R. Grover Brown, Patrick Y.C. Hwang ISBN: 0471128392 ===========Kalman Filtering: Theory and Practice Using MATLAB By Mohinder S. Grewal, Angus P. Andrews ISBN: 0471392545 Which one of these do you think is better

niki · February 17th, 2004, 1:30 pm

The second one gives you a better understanding on how to apply KF in a wide range of fields. However, if you want to have a good theory book + some applications, you should also consider "Forecasting, Structural Time Series Models and the Kalman Filter" (Andrew C Harvey), which is a valuable reference. Implementation with matlab is not a hassle at all.

WilmottBookshop · February 18th, 2004, 3:00 pm

Hi ShunyaThe links in Wilmott Bookshop to these two books are:Kalman filtering booksPhilip

Shunya · February 21st, 2004, 10:20 am

Philip,I checked the book shop you didn't have one of the books, now you do when I have paid 20% more to Mr. Bezos.Maybe next time0

WilmottBookshop · February 27th, 2004, 1:32 pm

ShunyaGreedy man, that Bezos!As you can imagine, with 5,000 titles to watch, it's always difficult to be in stock all the time. Next time, if you're in a hurry, feel free to call us on 01730 233870 and we'll tell you when a book is expected in.Philip