Optimal Filtering by B.D.O. Anderson, J.B. Moore

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.