Optimal Filtering - Brossura

Anderson, Brian D. O.; Moore, John B.

Brossura

ISBN 10: 0486439380 ISBN 13: 9780486439389

Casa editrice: Dover Pubns, 2005

Riassunto

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.

Su questo libro

Contenuti

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

Product Description

Book by Anderson Brian Krivchenkov V D

Dettagli dell?edizione

• Editore: Dover Pubns
• Data di pubblicazione: 2005
• Lingua: Inglese
• ISBN 10: 0486439380
• ISBN 13: 9780486439389
• Rilegatura: Copertina flessibile
• Numero di pagine: 357
• Contatto del produttore: non disponibile
• Persona responsabile: Soc. Agr. La Raia Ss; http://www.la-raia.it; ; Strada Monterotondo, 79; Novi Ligure; 15067; Italia