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Digital and Kalman Filtering: An Introduction to Discrete-Time Filtering and Optimum Linear Estimation, Second Edition
Paperback
Series: Dover Books on Engineering
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ISBN10: 0486817350
ISBN13: 9780486817354
Publisher: Dover Pubn Inc
Published: Nov 14 2018
Pages: 176
Weight: 0.60
Height: 0.30 Width: 6.80 Depth: 9.60
Language: English
ISBN13: 9780486817354
Publisher: Dover Pubn Inc
Published: Nov 14 2018
Pages: 176
Weight: 0.60
Height: 0.30 Width: 6.80 Depth: 9.60
Language: English
This text for advanced undergraduates and graduate students provides a concise introduction to increasingly important topics in electrical engineering: digital filtering, filter design, and applications in the form of the Kalman and Wiener filters. The first half focuses on digital filtering, covering FIR and IIR filter design and other concepts. The second half addresses filtering noisy data to extract a signal, with chapters on nonrecursive (FIR Wiener) estimation, recursive (Kalman) estimation, and optimum estimation of vector signals.
The treatment is presented in tutorial form, but readers are assumed to be familiar with basic circuit theory, statistical averages, and elementary matrices. Central topics are developed gradually, including both worked examples and problems with solutions, and this second edition features new material and problems.
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