A handy technical introduction to the latest theories and techniques of optimal estimation. It provides readers with extensive coverage of Wiener and Kalman filtering along with a development of least squares estimation, maximum likelihood and maximum a posteriori estimation based on discrete-time measurements. Much emphasis is placed on how they interrelate and fit together to form a systematic development of optimal estimation. Examples and exercises refer to MATLAB software.
Author : Edward W. Kamen Release : 2012-12-06 Publisher : Springer Science & Business Media ISBN : 144710417X File Size : 64.60 MB Format : PDF, Mobi Download : 884 Read : 538