Lectures on Discrete Time Filtering

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 no...

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Bibliographic Details
Main Author: Bucy, R.S (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 1994.
Edition:1st ed. 1994.
Series:Signal Processing and Digital Filtering,
Springer eBook Collection.
Subjects:
Earth sciences.
Applied mathematics.
Engineering mathematics.
Statistics .
Acoustics.
Geophysics.
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Status: Available

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