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Sinopsis
Book by Bucy RS
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Reseña del editor
The theory of linear discrete time filtering started with a paper by Kol mogorov in 1941. He addressed the problem for stationary random se quences and introduced the idea of the innovations process, which is a useful tool for the more general problems considered here. The reader may object and note that Gauss discovered least squares much earlier; however, I want to distinguish between the problem of parameter estimation, the Gauss problem, and that of Kolmogorov estimation of a process. This sep aration is of more than academic interest as the least squares problem leads to the normal equations, which are numerically ill conditioned, while the process estimation problem in the linear case with appropriate assumptions leads to uniformly asymptotically stable equations for the estimator and the gain. The conditions relate to controlability and observability and will be detailed in this volume. In the present volume, we present a series of lectures on linear and nonlinear sequential filtering theory. The theory is due to Kalman for the linear colored observation noise problem; in the case of white observation noise it is the analog of the continuous-time Kalman-Bucy theory. The discrete time filtering theory requires only modest mathematical tools in counterpoint to the continuous time theory and is aimed at a senior-level undergraduate course. The present book, organized by lectures, is actually based on a course that meets once a week for three hours, with each meeting constituting a lecture.
Reseña del editor
This book 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 colored-noise problem, the theory is due to Kalman, and in the case of white noise it is the continuous Kalman-Bucy theory. The techniques considered have applications in fields as diverse as economics (e.g., prediction of the money supply), geophysics (e.g., processing of sonar signals), electrical engineering (e.g., detection of radar signals), and numerical analysis (e.g., in integration packages). The nonlinear theory is treated thoroughly, along with some novel synthesis methods for this computationally demanding problem. The author also discusses the Burg technique, and gives a detailed analysis of the matrix Riccati equation that is not available elsewhere.
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- EditorialSpringer-Verlag New York Inc.
- Año de publicación1994
- ISBN 10 0387941983
- ISBN 13 9780387941981
- EncuadernaciónTapa dura
- IdiomaInglés
- Número de páginas156
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Lectures on Discrete Time Filtering (Signal Processing and Digital Filtering)
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Lectures on Discrete Time Filtering (Signal Processing and Digital Filtering)
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Hardcover. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Nº de ref. del artículo: S_424981661
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Lectures on Discrete Time Filtering (Signal Processing and Digital Filtering)
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Lectures on Discrete Time Filtering (Signal Processing and Digital Filtering).
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Springer-Verlag New York, Inc., 1994
ISBN 10: 0387941983
ISBN 13: 9780387941981
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gebundene Ausgabe. Zust: Gutes Exemplar. XV, 156 Seiten, Englisch 474g. Nº de ref. del artículo: 493839
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Lectures on Discrete Time Filtering (Signal Processing and Digital Filtering) Bucy, R.S.; Williams, B.G. and Burrus, C.S.
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Lectures on Discrete Time Filtering
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Condición: Sehr gut. Zustand: Sehr gut - Gepflegter, sauberer Zustand. Außen: vergilbt, angestoßen, Klebereste / Klebespuren. Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. | Sprache: Englisch | Produktart: Bücher. Nº de ref. del artículo: 1530736/202
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Lectures on Discrete Time Filtering
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Springer-Verlag, New York, 1994
ISBN 10: 0387941983
ISBN 13: 9780387941981
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Librería: Chequamegon Books, Washburn, WI, Estados Unidos de America
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hardcover. Condición: fine. no jacket. 6 1/4 x 9 1/2 " 156 pages. written with the assistance of B. G. Williams. C. S. Burrus Consulting Editor. part of the Signal Processing and Digital Filtering series. "It discusses linear and nonlinear sequential filtering theory, that is, the problem of estimating a stochastic signal process indirectly observed through a sensor corrupted by a stochastic noise process.". Nº de ref. del artículo: 117337
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