Optimal Filtering

Thisgraduate-leveltextaugmentsandextendsstudiesofsignalprocessing,particularlyinregardtocommunicationsystemsanddigitalfilteringtheory.Topicsincludefiltering,linearsystems,andestimation;thediscrete-timeKalmanfilter;time-invariantfilters;propertiesofKalmanfilters;computationalaspects;smoothingofdiscrete-timesignals;andmore.24figures.1979edition.