Product Description

This book provides an introductory, yet comprehensive, treatment of both Wiener and Kalman filtering along with a development of least-squares estimation, maximum likelihood estimation, and maximum a posteriori estimation based on discrete-time measurements. Although this is a fairly broad range of estimation techniques, it is possible to cover all of them in some depth in a single textbook, which is what is attempted here. Emphasis is also placed on showing how these different approaches to estimation fit together to form a systematic development of optimal estimation. MATLAB is used in the development of a number of the books examples and required for many of the homework problems. This book is to be one of the second pair of titles in the new series "Control and Signal Processing," launched in April 1999.

Product Details

• Amazon Sales Rank: #1636058 in Books
• Published on: 1999-10-29
• Original language: English
• Number of items: 1
• Binding: Paperback
• 380 pages