Code: 01371564
Optimal Filtering
by Brian D O Anderson
Preface 1. Introduction 2. Filtering, Linear Systems, and Estimation 3. The Discrete-time Kalman Filter 4. Time-Invariant Filters 5. Kalman Filter Properties 6. Computational Aspects 7. Smoothing of Discrete-Time Signals 8. Applic ... more
- Language:
English - Binding: Paperback
- Number of pages: 368
Publisher: Dover Publications Inc., 2005
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Book synopsis
Preface 1. Introduction 2. Filtering, Linear Systems, and Estimation 3. The Discrete-time Kalman Filter 4. Time-Invariant Filters 5. Kalman Filter Properties 6. Computational Aspects 7. Smoothing of Discrete-Time Signals 8. Applications in Nonlinear Filtering 9. Innovations Representations, Spectral Factorization, Wiener and Levinson Filtering 10. Parameter Identification and Adaptive Estimation 11. Colored Noise and Suboptimal Reduced Order Filters Appendixes Author and Subject Indexes
Book details
Book category Books in English Technology, engineering, agriculture Technology: general issues Engineering: general
19.61 €
- Full title: Optimal Filtering
- Author: Brian D O Anderson
- Language: English
- Binding: Paperback
- Number of pages: 368
- EAN: 9780486439389
- ISBN: 0486439380
- ID: 01371564
- Publisher: Dover Publications Inc.
- Weight: 474 g
- Dimensions: 233 × 157 × 18 mm
- Date of publishing: 05. January 2005
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