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. Unabridged republication of the edition published by Prentice-Hall, Inc., Englewood Cliffs, New Jersey, 1979.
Here's a sample of other books in this Dover category
Digital Filters by Richard W. Hamming Introductory text examines role of digital filtering in many applications, particularly computers. Focus on linear signal processing; some consideration of roundoff effects, Kalman filters. Only calculus, some statistics required.
Wave Propagation in Periodic Structures by L. Brillouin Classic treatment of wave propagation covers a broad variety of problems with a common mathematical background: solid state physics, X-rays, certain optical reflections, electrical engineering, more .131 illustrations. 1946 edition.
Adaptive Filtering Prediction and Control by Graham C Goodwin, Kwai Sang Sin This unified survey focuses on linear discrete-time systems and explores natural extensions to nonlinear systems. It emphasizes discrete-time systems, summarizing theoretical and practical aspects of a large class of adaptive algorithms. 1984 edition.
Stochastic Processes and Filtering Theory by Andrew H. Jazwinski This unified treatment presents material previously available only in journals, and in terms accessible to engineering students. Although theory is emphasized, it discusses numerous practical applications as well. 1970 edition.
Optimal Control: Linear Quadratic Methods by Brian D. O. Anderson, John B. Moore Numerous examples highlight this treatment of linear quadratic Gaussian methods and control system design. It explores linear optimal control theory and applications from an engineering viewpoint. Complete solutions. 1990 edition.
Network Analysis and Synthesis: A Modern Systems Theory Approach by Brian D. O. Anderson, Sumeth Vongpanitlerd This comprehensive look at linear network analysis and synthesis explores state-space synthesis as well as analysis, employing modern systems theory to unite classical concepts of network theory. 1973 edition.
Introduction to Stochastic Control Theory by Karl J. Åström Exploration of stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria; covers discrete time and continuous time systems. 1970 edition.
Statistical Optimization for Geometric Computation: Theory and Practice by Kenichi Kanatani This text discusses the mathematical foundations of statistical inference for building 3-dimensional models from image and sensor data that contain noise — a task involving autonomous robots guided by video cameras and sensors.
