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Optimal Filtering (Dover Books on Engineering)
by Brian D. O. Anderson and John B. Moore
http://www.amazon.com/Optimal-Filtering-Dover-Books-Engineering/dp/0486439380/ref=sr_1_1?s=books&ie=UTF8&qid=1313320641&sr=1-1
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368 pages
Dover Publications (January 5, 1979)
0486439380 |
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. |
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