Optimal filtering

• Main Author: Anderson, Brian D. O.
• Other Authors: Moore, John B. 1941-
• Format: eBook
• Language: English
• Published: Mineola, N.Y. : Dover Publications, 2005.
• Edition: Dover ed.
• Series: Dover books on engineering.
• Subjects: Signal processing.; Electric filters.; elektronické knihy; electronic books
• ISBN: 9780486136899; 0486136892; 9781621986041; 1621986047; 0486439380; 9780486439389
• Physical Description: 1 online resource (x, 357 pages) : illustrations

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; c...