Optimal Filtering

Klappentext 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. Inhaltsverzeichnis Preface1. Introduction2. Filtering! Linear Systems! and Estimation3. The Discrete-time Kalman Filter4. Time-Invariant Filters5. Kalman Filter Properties6. Computational Aspects7. Smoothing of Discrete-Time Signals8. Applications in Nonlinear Filtering9. Innovations Representations! Spectral Factorization! Wiener and Levinson Filtering10. Parameter Identification and Adaptive Estimation11. Colored Noise and Suboptimal Reduced Order FiltersAppendixesAuthor and Subject Indexes

Produktdetails

• Autoren: Brian D O Anderson, Brian D O John Anderson, Brian D. O. Anderson, Brian D. O. John Anderson, Brian D. O./ Moore Anderson, Sister John, John B. Moore, Brian D O Anderson
• Verlag: Dover Publications Inc.
• Sprache: Englisch
• Produktform: Taschenbuch
• Erschienen: 25.02.2005
• EAN: 9780486439389
• ISBN: 978-0-486-43938-9
• Seiten: 368
• Abmessung: 152 mm x 229 mm x 25 mm
• Serien: Dover Books on Electrical Engineering; Dover Books on Engineering; Dover Books on Electrical Engineering; Dover Books on Electrical Engi
• Thema: Naturwissenschaften, Medizin, Informatik, Technik > Technik > Elektronik, Elektrotechnik, Nachrichtentechnik