Optimal Filtering (Dover Books on Electrical Engineering)

Brian D. O. Anderson; John B. Moore

ISBN 10: 0486439380 / ISBN 13: 9780486439389

Verlag: Dover Publications, 2005

Gently used with minimal wear on the corners and cover. A few pages may contain light highlighting or writing, but the text remains fully legible. Dust jacket may be missing, and supplemental materials like CDs or codes may not be included. May be ex-library with library markings. Ships promptly! Bestandsnummer des Verkäufers DBV.0486439380.G

Inhaltsangabe:

This graduate-level text augments and extends beyond undergraduate studies of signal processing, particularly in regard to communication systems and digital filtering theory. Vital for students in the fields of control and communications, its contents are also relevant to students in such diverse areas as statistics, economics, bioengineering, and operations research.
Topics include filtering, linear systems, and estimation; the discrete-time Kalman filter; time-invariant filters; properties of Kalman filters; computational aspects; and smoothing of discrete-time signals. Additional subjects encompass applications in nonlinear filtering; innovations representations, spectral factorization, and Wiener and Levinson filtering; parameter identification and adaptive estimation; and colored noise and suboptimal reduced order filters. Each chapter concludes with references, and four appendixes contain useful supplementary material.

Bibliografische Details

Titel: Optimal Filtering (Dover Books on Electrical...
Verlag: Dover Publications
Erscheinungsdatum: 2005
Einband: Softcover
Zustand: good