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Lectures on Discrete Time Filtering
Richard S. Bucy
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Description for Lectures on Discrete Time Filtering
Paperback. Series: Signal Processing and Digital Filtering. Num Pages: 156 pages, biography. BIC Classification: PBT; PHDS; PHVG; RB; TBJ. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 9. Weight in Grams: 276.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer-Verlag New York Inc. United States
Number of pages
156
Condition
New
Series
Signal Processing and Digital Filtering
Number of Pages
156
Place of Publication
New York, NY, United States
ISBN
9781461383949
SKU
V9781461383949
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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