Optimal Filtering |
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Author:
| Anderson, Brian D. O. Moore, John B. |
Series title: | Dover Books on Electrical Engineering Ser. |
ISBN: | 978-0-486-43938-9 |
Publication Date: | Jan 2005 |
Publisher: | Dover Publications, Incorporated
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Book Format: | Paperback |
List Price: | USD $26.95 |
Book Description:
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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.
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.