Optimal Filtering

Klappentext 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. Inhaltsverzeichnis Preface1. Introduction2. Filtering! Linear Systems! and Estimation3. The Discrete-time Kalman Filter4. Time-Invariant Filters5. Kalman Filter Properties6. Computational Aspects7. Smoothing of Discrete-Time Signals8. Applications in Nonlinear Filtering9. Innovations Representations! Spectral Factorization! Wiener and Levinson Filtering10. Parameter Identification and Adaptive Estimation11. Colored Noise and Suboptimal Reduced Order FiltersAppendixesAuthor and Subject Indexes

Klappentext

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.

Inhalt

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