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Home » Books » Nonfiction » Technology » Electronics » Circuits » General

Optimal Filtering

By Brian D O Anderson, Sister John

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Format: Paperback / softback, 357 pages
Other Information: illustrations
Published In: United States, 25 February 2005
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.

Table of Contents

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

EAN: 9780486439389
ISBN: 0486439380
Publisher: Dover Publications Inc.
Dimensions: 23.32 x 16.66 x 1.83 centimetres (0.45 kg)
Age Range: 15+ years
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