Anderson, Brian D O

Optimal Filtering (Dover Books on Engineering)

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ISBN 13:
9780486439389
author:
Anderson, Brian D O
format:
Paperback
publisher:
Dover Publications Inc.
language:
English
Publication Year:
2005
Pages:
368
Dimensions:
167 mm X 233 mm
Genre:
Engineering: general
Condition:
New
Availability:
Item usually sent within 7 working days
£20.92

Description

Optimal Filtering by Brian D. O. Anderson and John B. Moore is a graduate-level text that builds upon undergraduate studies in signal processing, particularly in communication systems and digital filtering theory. This comprehensive resource covers essential topics such as filtering, linear systems, estimation, and the discrete-time Kalman filter, making it an invaluable resource for students in control and communications, as well as those in statistics, economics, bioengineering, and operations research. The book delves into advanced subjects including nonlinear filtering, innovations representations, spectral factorization, and Wiener and Levinson filtering, as well as parameter identification and adaptive estimation. Each chapter concludes with references to facilitate further study, while four appendixes provide supplementary material for added support.

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