Optimal Filtering
Author:Anderson, Brian D. O., Moore, John B.
ISBN-13:
9780486439389
ISBN:
0486439380
Pub Date: 2005
Publisher: Dover Pubns
Summary: 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.
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