Optimal Filtering

Optimal Filtering

By: Brian D. O. Anderson

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Year: 1979
Pages: 367
Language: English
Published: Prentice-Hall

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.В 24 figures. 1979 edition.