Optimal Filtering (Paperback) (ISBN-13: 9780486439389)

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; computational aspects; smoothing of discrete-time signals; and more. 24 figures. 1979 edition.

Author: Brian D. O. Anderson, John B. Moore
ISBN-10: 0486439380
ISBN-13: 9780486439389
Publisher: Dover Publications
Language: English
Published: 01/05/2005
Pages: 357
Format: Paperback
Weight: 1.01lbs
Size: 9.18h x 6.56w x 0.72d