Survey of Linear Optimum Prediction and Smoothing Filters for Nonstationary Stochastic Processes PDF Download
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Author: Andrew Valdis Silinsh
Publisher:
ISBN:
Category : Probabilities
Languages : en
Pages : 128
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Book Description
Author: Andrew Valdis Silinsh
Publisher:
ISBN:
Category : Probabilities
Languages : en
Pages : 128
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Book Description
Author: Abshalom Mizrahi
Publisher:
ISBN:
Category :
Languages : en
Pages : 50
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Book Description
Author: Jean-Claude Bertein
Publisher: John Wiley & Sons
ISBN: 1118600533
Category : Technology & Engineering
Languages : en
Pages : 196
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Book Description
Optimal filtering applied to stationary and non-stationary signals provides the most efficient means of dealing with problems arising from the extraction of noise signals. Moreover, it is a fundamental feature in a range of applications, such as in navigation in aerospace and aeronautics, filter processing in the telecommunications industry, etc. This book provides a comprehensive overview of this area, discussing random and Gaussian vectors, outlining the results necessary for the creation of Wiener and adaptive filters used for stationary signals, as well as examining Kalman filters which are used in relation to non-stationary signals. Exercises with solutions feature in each chapter to demonstrate the practical application of these ideas using MATLAB.
Author: Richard S. Bucy
Publisher: Wiley-Interscience
ISBN:
Category : Mathematics
Languages : en
Pages : 226
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Book Description
A detailed and complete treatment of the Kalman-Bucy filter, as well as the non-linear filter, is given. Applications of the theory of filtering are presented in the areas of aerospace guidance and navigation. (Author).
Author: Thomas Kailath
Publisher: Hutchinson Ross Publishing Company
ISBN:
Category : Mathematics
Languages : en
Pages : 344
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Book Description
A survey of the field; Mathematical foundations of least-squares prediction theory; Wiener-hopf equations and optimum filters; State-space models and recursive filters.
Author: Simo Särkkä
Publisher: Cambridge University Press
ISBN: 110703065X
Category : Computers
Languages : en
Pages : 255
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Book Description
A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.
Author: Peter E. Caines
Publisher: SIAM
ISBN: 1611974712
Category : Mathematics
Languages : en
Pages : 892
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Book Description
Linear Stochastic Systems, originally published in 1988, is today as comprehensive a reference to the theory of linear discrete-time-parameter systems as ever. Its most outstanding feature is the unified presentation, including both input-output and state space representations of stochastic linear systems, together with their interrelationships. The author first covers the foundations of linear stochastic systems and then continues through to more sophisticated topics including the fundamentals of stochastic processes and the construction of stochastic systems; an integrated exposition of the theories of prediction, realization (modeling), parameter estimation, and control; and a presentation of stochastic adaptive control theory. Written in a clear, concise manner and accessible to graduate students, researchers, and teachers, this classic volume also includes background material to make it self-contained and has complete proofs for all the principal results of the book. Furthermore, this edition includes many corrections of errata collected over the years.
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 704
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Author: Kai Ming Lee
Publisher: Rozenberg Publishers
ISBN: 9036101697
Category :
Languages : en
Pages : 150
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Book Description
Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 446
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