Random Vectors and Random Sequences : Theory for linear estimation and filtering

Language: English

Published by LAP LAMBERT Academic Publishing, 2012

3659211966 / 9783659211966

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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nach der Bestellung gedruckt Neuware - Printed after ordering - This textbook covers the essential theory of random vectors and sequences, an understanding of which is essential for understanding and applying estimation, filtering and tracking algorithms. Requiring only a knowledge of basic probability and of matrix algebra, it begins with a succinct review of probability theory, starting with univariate discrete variables and proceeding step by step to the continuous multivariate case. It then presents multivariate normal (Gaussian) estimation of linear model parameters, random sequences (including convergence, ergodicity, and power spectral density), state space models of linear discrete-time dynamic systems and their response to random inputs, and finally the Kalman filter algorithm. Distinguishing features of this textbook include full coverage of multivariate theory, a modern (Bayesian) approach to estimation and filtering, detailed proofs of key results, and 75 exercises with answers.

Seller Inventory # 9783659211966

Title
Random Vectors and Random Sequences : Theory for linear estimation and filtering
Author
Robert Piché
Publisher
LAP LAMBERT Academic Publishing
Publication year
2012
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3659211966
ISBN 13
9783659211966
Item weight
262 grams
Dimensions
220x150x10 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item30 to 40 business days7 to 14 business days
First itemUS$ 71.20US$ 82.82
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