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

ISBN-10: 0136381227

ISBN-13: 9780136381228

ISBN-10: 0486439380

ISBN-13: 9780486439389

This graduate-level textual content augments and extends past undergraduate experiences of sign processing, relatively in regard to conversation structures and electronic filtering thought. very important for college kids within the fields of keep an eye on and communications, its contents also are proper to scholars in such assorted components as statistics, economics, bioengineering, and operations research.

Topics contain filtering, linear structures, and estimation; the discrete-time Kalman clear out; time-invariant filters; houses of Kalman filters; computational points; and smoothing of discrete-time signs. extra matters surround functions in nonlinear filtering; strategies representations, spectral factorization, and Wiener and Levinson filtering; parameter identity and adaptive estimation; and coloured noise and suboptimal diminished order filters. every one bankruptcy concludes with references, and 4 appendixes comprise worthwhile supplementary material.

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