Optimal Filtering
Anderson, Brian D O / Moore, John B![Optimal Filtering](https://support.digitalhusky.com/media/annotations/sorted/232/23216638/CHSBZCOP0323216638.jpg)
This graduate-level text augments and extends studies of signal processing, particularly in regard to communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation, the discrete-time Kalman filter, time-invariant filters, properties of Kalman filters, computational aspects, smoothing of discrete-time signals, and more. 24 figures. 1979 edition.