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Lectures on Discrete Time Filtering (Undergraduate Texts in Mathematics)
Lectures on Discrete Time Filtering - Undergraduate Texts in Mathematics
Author: Richard S. Bucy
This text is based on a course given at the University of Southern California, at the University of Nice, and at Cheng Kung University in Taiwan. It discusses linear and nonlinear sequential filtering theory: that is, the problem of estimating the process underlying a stochastic signal. For the linear coloured-noise problem, the theory is due to...  more »
ISBN-13: 9783540941989
ISBN-10: 3540941983
Pages: 156
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Publisher: Springer
Book Type: Hardcover
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