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Optimal Filtering

Optimal Filtering

By: Brian D. O. Anderson, John B. Moore

  • Reg. Price › $26.95
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  • Reg. Price › $29.65
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This graduate-level text augments and extends beyond undergraduate studies of signal processing, particularly in regard to communication systems and digital filtering theory. Vital for students in the fields of control and communications, its contents are also relevant to students in such diverse areas as statistics, economics, bioengineering, and operations research.
Topics include filtering, linear systems, and estimation; the discrete-time Kalman filter; time-invariant filters; properties of Kalman filters; computational aspects; and smoothing of discrete-time signals. Additional subjects encompass applications in nonlinear filtering; innovations representations, spectral factorization, and Wiener and Levinson filtering; parameter identification and adaptive estimation; and colored noise and suboptimal reduced order filters. Each chapter concludes with references, and four appendixes contain useful supplementary material.

Reprint of the Prentice-Hall, Inc., Englewood Cliffs, New Jersey, 1979 edition.
AvailabilityUsually ships in 24 to 48 hours
ISBN 100486439380
ISBN 139780486439389
Author/EditorBrian D. O. Anderson, John B. Moore
Page Count368
Dimensions6 1/8 x 9 1/4

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