Optimal Filtering by Anderson, Brian D. O.
Optimal Filtering by Anderson, Brian D. O.

Optimal Filtering

This graduate-level text augments and extends beyond undergraduate studies of signal processing, particularly in regard to communication...
HK$308.48
HK$308.48
SKU: 9780486439389
Product Type: Books
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Author: Brian D. O. Anderson
Format: Paperback
Language: English
Subtotal: $308.48
Optimal Filtering by Anderson, Brian D. O.

Optimal Filtering

$308.48
Optimal Filtering by Anderson, Brian D. O.

Optimal Filtering

$308.48
Author: Brian D. O. Anderson
Format: Paperback
Language: English
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.



Author: Brian D. O. Anderson, John B. Moore
Publisher: Dover Publications
Published: 01/05/2005
Pages: 357
Binding Type: Paperback
Weight: 1.01lbs
Size: 9.18h x 6.56w x 0.72d
ISBN: 9780486439389

This title is not returnable
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