Lectures on Discrete Time Filtering

by R.S. Bucy

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...

• Format: Paperback
• Language: English
• ISBN: 1461383943
• ISBN13: 9781461383949
• Release Date: November 2011
• Publisher: Springer
• Length: 156 Pages
• Weight: 0.56 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"