Optimal Filtering
by B.D.O. Anderson, J.B. Moore
Publisher: Prentice-Hall 1979
ISBN/ASIN: 0486439380
Number of pages: 367
Description:
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.
Download or read it online for free here:
Download link
(16MB, PDF)
Similar books

by Walt Kester - Newnes
The book explains signal processing hardware. It covers sampled data systems, A-to-D and D-to-A converters for DSP applications, fast Fourier transforms, digital filters, DSP hardware, interfacing to DSP chips, hardware design techniques.
(17993 views)

by M. Stiber, B.Z. Stiber, E.C. Larson - University of Washington Bothell
The specific topics we will cover include: physical properties of the source information, devices for information capture, digitization, compression, digital signal representation, digital signal processing and network communication.
(7685 views)

by Sophocles J. Orfanidis - Prentice Hall
An applications-oriented introduction to digital signal processing. The author covers all the basic DSP concepts, such as sampling, DFT/FFT algorithms, etc. The book emphasizes the algorithmic, computational, and programming aspects of DSP.
(18031 views)

by R. M. Gray, L. D. Davisson - Cambridge University Press
The book covers basic probability, random objects, expectation, second order moment theory with examples of the random process models and their basic properties, specific applications for communication, estimation, detection, modulation.
(26122 views)