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Filtering
by Robert Grover Brown, Patrick Y. C. Hwang

The Fourth Edition to the Introduction of Random Signals and Applied Kalman Filtering is updated to cover innovations in the Kalman filter algorithm and the proliferation of Kalman filtering applications from ...

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

This graduate-level text augments and extends beyond undergraduate studies of signal processing, particularly in regard to communication systems and digital filtering theory. Vital for students in the fields of control ...

by Graham C Goodwin, Kwai Sang Sin

This unified survey of the theory of adaptive filtering, prediction, and control focuses on linear discrete-time systems and explores the natural extensions to nonlinear systems. In keeping with the importance ...

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