Description
This text is about optimal filtering and covers a variety of topics such as linear systems, discrete-time Kalman filters, time-invariant filters, and more. It also has figures to help illustrate the points being made.
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.