0
Your cart

Your cart is empty

Books > Science & Mathematics > Physics > Classical mechanics > Sound, vibration & waves (acoustics)

Buy Now

Lectures on Discrete Time Filtering (Paperback, Softcover reprint of the original 1st ed. 1994) Loot Price: R1,561
Discovery Miles 15 610
Lectures on Discrete Time Filtering (Paperback, Softcover reprint of the original 1st ed. 1994): C.S. Burrus

Lectures on Discrete Time Filtering (Paperback, Softcover reprint of the original 1st ed. 1994)

C.S. Burrus; R.S. Bucy; Assisted by B. G Williams

Series: Signal Processing and Digital Filtering

 (sign in to rate)
Loot Price R1,561 Discovery Miles 15 610 | Repayment Terms: R146 pm x 12*

Bookmark and Share

Expected to ship within 10 - 15 working days

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."

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Signal Processing and Digital Filtering
Release date: November 2011
First published: 1994
Associate editors: C.S. Burrus
Authors: R.S. Bucy
Assisted by: B. G Williams
Dimensions: 235 x 155 x 9mm (L x W x T)
Format: Paperback
Pages: 156
Edition: Softcover reprint of the original 1st ed. 1994
ISBN-13: 978-1-4613-8394-9
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Earth & environment > Earth sciences > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematics for scientists & engineers
Books > Science & Mathematics > Physics > Classical mechanics > Sound, vibration & waves (acoustics)
Books > Science & Mathematics > Physics > Applied physics & special topics > Geophysics
Promotions
LSN: 1-4613-8394-3
Barcode: 9781461383949

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

What the Ear Hears (and Doesn't…
Richard Mainwaring Paperback R452 R425 Discovery Miles 4 250
The Discovery of Radium and Radio Active…
Marie Curie Hardcover R994 Discovery Miles 9 940
Numerical Modeling Of Water Waves In…
Pablo Higuera, Jinghua Wang, … Hardcover R2,151 Discovery Miles 21 510
Behavior of Sound Waves Physics Made…
Baby Professor Hardcover R682 Discovery Miles 6 820
Radiative Properties of Semiconductors
N.M. Ravindra, Sita Rajyalaxmi Marthi, … Hardcover R3,234 Discovery Miles 32 340
What's the Matter with Waves? - An…
William Parkinson Hardcover R2,709 Discovery Miles 27 090
Modern Analytical Electromagnetic…
Tom G. Mackay, Akhlesh Lakhtakia Hardcover R3,235 Discovery Miles 32 350
Acoustic Waves in Periodic Structures…
Noe Jimenez, Olga Umnova, … Hardcover R4,698 Discovery Miles 46 980
Sounds for Kids age 1-3 (Engage Early…
Dayna Martin Hardcover R627 Discovery Miles 6 270
Spectral Analysis of Musical Sounds with…
David M. Koenig Hardcover R2,436 Discovery Miles 24 360
Astrophysics of the Interstellar Medium
Giovanni Carraro Hardcover R2,587 Discovery Miles 25 870
The Theory of Composites
Graeme W. Milton Paperback R2,935 R2,764 Discovery Miles 27 640

See more

Partners