Articoli correlati a Lectures on Discrete Time Filtering
Sinossi
The theory of linear discrete time filtering started with a paper by Kol mogorov in 1941. He addressed the problem for stationary random se quences and introduced the idea of the innovations process, which is a useful tool for the more general problems considered here. The reader may object and note that Gauss discovered least squares much earlier; however, I want to distinguish between the problem of parameter estimation, the Gauss problem, and that of Kolmogorov estimation of a process. This sep aration is of more than academic interest as the least squares problem leads to the normal equations, which are numerically ill conditioned, while the process estimation problem in the linear case with appropriate assumptions leads to uniformly asymptotically stable equations for the estimator and the gain. The conditions relate to controlability and observability and will be detailed in this volume. In the present volume, we present a series of lectures on linear and nonlinear sequential filtering theory. The theory is due to Kalman for the linear colored observation noise problem; in the case of white observation noise it is the analog of the continuous-time Kalman-Bucy theory. The discrete time filtering theory requires only modest mathematical tools in counterpoint to the continuous time theory and is aimed at a senior-level undergraduate course. The present book, organized by lectures, is actually based on a course that meets once a week for three hours, with each meeting constituting a lecture.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Product Description
Book by Bucy RS
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Altre edizioni note dello stesso titolo
Risultati della ricerca per Lectures on Discrete Time Filtering
Foto dell'editore
Lectures on Discrete Time Filtering (Signal Processing and Digital Filtering)
Da: Zubal-Books, Since 1961, Cleveland, OH, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: Fine. 156 pp., Hardcover, top edge lightly foxed, else fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Codice articolo ZB1278407
Quantità: 1 disponibili
Foto dell'editore
Lectures on Discrete Time Filtering
Da: Buchpark, Trebbin, Germania
Valutazione del venditore 5 su 5 stelle
Condizione: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher. Codice articolo 1530736/202
Quantità: 2 disponibili
Foto dell'editore
Lectures on Discrete Time Filtering (Signal Processing and Digital Filtering).
Editore:
Springer-Verlag New York, Inc., 1994
ISBN 10: 0387941983
ISBN 13: 9780387941981
Antico o usato
Rilegato
Da: Antiquariat Bernhardt, Kassel, Germania
Valutazione del venditore 5 su 5 stelle
gebundene Ausgabe. Condizione: Sehr gut. Zust: Gutes Exemplar. XV, 156 Seiten, Englisch 474g. Codice articolo 493839
Quantità: 1 disponibili
Foto dell'editore
Lectures on Discrete Time Filtering (Signal Processing and Digital Filtering) Bucy, R.S.; Williams, B.G. and Burrus, C.S.
Da: online-buch-de, Dozwil, Svizzera
Valutazione del venditore 5 su 5 stelle
Condizione: gebraucht; wie neu. Codice articolo 500-2-86
Quantità: 1 disponibili
Immagini fornite dal venditore
Lectures on Discrete Time Filtering (Signal Processing and Digital Filtering)
Da: Bay State Book Company, North Smithfield, RI, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: acceptable. The book is complete and readable, with all pages and cover intact. Dust jacket, shrink wrap, or boxed set case may be missing. Pages may have light notes, highlighting, or minor water exposure, but nothing that affects readability. May be an ex-library copy and could include library markings or stickers. Codice articolo BSM.LDMV
Quantità: 1 disponibili
Foto dell'editore
Lectures on Discrete Time Filtering (Signal Processing and Digital Filtering)
Da: HPB-Red, Dallas, TX, U.S.A.
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Codice articolo S_424981661
Quantità: 1 disponibili
Foto dell'editore
Lectures on Discrete Time Filtering (Signal Processing and Digital Filtering)
Da: HPB-Red, Dallas, TX, U.S.A.
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: Very Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or limited writing/highlighting. We ship orders daily and Customer Service is our top priority! Codice articolo S_338179615
Quantità: 1 disponibili
Foto dell'editore
Lectures on Discrete Time Filtering
Editore:
Springer-Verlag, New York, 1994
ISBN 10: 0387941983
ISBN 13: 9780387941981
Antico o usato
Rilegato
Da: Chequamegon Books, Washburn, WI, U.S.A.
Valutazione del venditore 5 su 5 stelle
hardcover. Condizione: fine. no jacket. 6 1/4 x 9 1/2 " 156 pages. written with the assistance of B. G. Williams. C. S. Burrus Consulting Editor. part of the Signal Processing and Digital Filtering series. "It discusses linear and nonlinear sequential filtering theory, that is, the problem of estimating a stochastic signal process indirectly observed through a sensor corrupted by a stochastic noise process.". Codice articolo 117337
Quantità: 1 disponibili