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Optimal Filtering

Language EnglishEnglish
Book Paperback
Book Optimal Filtering Brian D O Anderson
Libristo code: 01371564
Publishers Dover Publications Inc., January 2005
Preface 1. Introduction 2. Filtering, Linear Systems, and Estimation 3. The Discrete-time Kalman Fil... Full description
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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

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About the book

Full name Optimal Filtering
Author Brian D O Anderson
Language English
Binding Book - Paperback
Date of issue 2005
Number of pages 368
EAN 9780486439389
ISBN 0486439380
Libristo code 01371564
Publishers Dover Publications Inc.
Weight 474
Dimensions 157 x 233 x 18

Categories

Technology, Engineering, Agriculture > Electronics & communications engineering > Electronics engineering > Electronics: circuits & components
Technology, Engineering, Agriculture > Technology: general issues > Engineering: general
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