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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 (Dover Books on Electrical Engineering)
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Optimal Filtering (Dover Books on Electrical Engineering)
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Dover Publications (edition ), 2005
ISBN 10: 0486439380
ISBN 13: 9780486439389
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Optimal Filtering (Paperback or Softback)
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Dover Publications 1/5/2005, 2005
ISBN 10: 0486439380
ISBN 13: 9780486439389
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Optimal Filtering (Paperback)
Published by
Dover Publications Inc., New York, 2005
ISBN 10: 0486439380
ISBN 13: 9780486439389
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Paperback. Condition: new. Paperback. 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 coloured noise and suboptimal reduced order filters. Each chapter concludes with references, and four appendixes contain useful supplementary material. This graduate-level text augments and extends studies of signal processing, particularly in regard to communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; the discrete-time Kalman filter; time-invariant filters; properties of Kalman filters; computational aspects; smoothing of discrete-time signals; and more. 24 figures. 1979 edition. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780486439389
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