Random Vectors and Random Sequences: Theory for Linear Estimation and Filtering - Robert Piché - Livros - LAP LAMBERT Academic Publishing - 9783659211966 - 15 de agosto de 2012
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Random Vectors and Random Sequences: Theory for Linear Estimation and Filtering

Robert Piché

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Random Vectors and Random Sequences: Theory for Linear Estimation and Filtering

This textbook covers the essential theory of random vectors and sequences, an understanding of which is essential for understanding and applying estimation, filtering and tracking algorithms. Requiring only a knowledge of basic probability and of matrix algebra, it begins with a succinct review of probability theory, starting with univariate discrete variables and proceeding step by step to the continuous multivariate case. It then presents multivariate normal (Gaussian) estimation of linear model parameters, random sequences (including convergence, ergodicity, and power spectral density), state space models of linear discrete-time dynamic systems and their response to random inputs, and finally the Kalman filter algorithm. Distinguishing features of this textbook include full coverage of multivariate theory, a modern (Bayesian) approach to estimation and filtering, detailed proofs of key results, and 75 exercises with answers.

Mídia Livros     Paperback Book   (Livro de capa flexível e brochura)
Lançado 15 de agosto de 2012
ISBN13 9783659211966
Editoras LAP LAMBERT Academic Publishing
Páginas 164
Dimensões 150 × 10 × 226 mm   ·   262 g
Idioma German  

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