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Synopsis
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.
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Optimal Filtering: Information and System Sciences Series (Hardcover)
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Hardcover. Condition: Good. Good. Hardcover. Text with scattered markings, underlining & formula notations (most pages clean, some heavy). Name prior owner to endpages (Provenance copy from the personal collection of former Computer, Engineering & Electrical Dept. Professor). Title page has personal information scribbled out. Cover shows some edge, shelf wear. Binding solid & square. Ships quickly and with care. Seller Inventory # 0G-sam020926G13
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Optimal Filtering
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Optimal Filtering
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Optimal Filtering
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hardcover. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # Q-0136381227
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Optimal Filtering
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