Brian D O Anderson, John B Moore

Optimal Filtering

• Broschiertes Buch

Produktbeschreibung

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.

Produktdetails

• Verlag: Dover Publications
• Seitenzahl: 357
• Erscheinungstermin: 5. Januar 2005
• Englisch
• Abmessung: 233mm x 167mm x 18mm
• Gewicht: 458g
• ISBN-13: 9780486439389
• ISBN-10: 0486439380
• Artikelnr.: 22316822

Inhaltsangabe

Preface 1. Introduction 2. Filtering, Linear Systems, and Estimation 3. The
Discrete-time Kalman Filter 4. Time-Invariant Filters 5. Kalman Filter
Properties 6. Computational Aspects 7. Smoothing of Discrete-Time Signals
8. Applications in Nonlinear Filtering 9. Innovations Representations,
Spectral Factorization, Wiener and Levinson Filtering 10. Parameter
Identification and Adaptive Estimation 11. Colored Noise and Suboptimal
Reduced Order Filters Appendixes Author and Subject Indexes