Optimal Filtering

Optimal Filtering

Description

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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Details

Author(s)
Brian D. O. Anderson, Sister John
Format
Paperback | 368 pages
Dimensions
167 x 233 x 18mm | 458g
Publication date
05 Jan 2005
Publisher
Dover Publications Inc.
Publication City/Country
New York, United States
Language
English
Illustrations note
Illustrations, unspecified
ISBN10
0486439380
ISBN13
9780486439389
Bestsellers rank
87,340