Articoli correlati a Optimal Filtering

9780486439389: Optimal Filtering
Brossura
ISBN 10: 0486439380 ISBN 13: 9780486439389
Casa editrice: Dover Pubns, 2005

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

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

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

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
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Italia