Optimal Filtering

ISBN 13: 9780486439389

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Author Brian D O Anderson
Format Paperback
No. of Pages 368
Brand: Dover Publications

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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.

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