Linear Estimation - KAILATH, THOMAS

Linear Estimation

THOMAS KAILATH

Yayınevi: Pearson Education

Yayın tarihi: 04/2000

ISBN: 9780130224644

Yazar : ALI SAYED Babak Hassibi

Ciltli | İngilizce | 890 Sayfa |

Tür: Matematik-İstatistik

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This original work offers the most comprehensive and up-to-date treatment of the important subject of optimal linear estimation, which is encountered in many areas of engineering such as communications, control, and signal processing, and also in several other fields, e.g., econometrics and statistics. The book not only highlights the most significant contributions to this field during the 20th century, including the works of Wiener and Kalman, but it does so in an original and novel manner that paves the way for further developments in the new millennium. This book contains a large collection of problems that complement the text and are an important part of it, in addition to numerous sections that offer interesting historical accounts and insights. The book also includes several results that appear in print for the first time.

Table of Contents
1. Overview
2. Deterministic Least-Squares Problems
3. Stochastic Least-Squares Problems
4. The Innovations Process
5. State-Space Models
6. Innovations for Stationary Processes
7. Wiener Theory for Scalar Processes
8. Wiener-Kalman Theory in the Vector Case
9. The Kalman Filter
10. Smoothed Estimators
11. Fast Algorithms
12. Array Algorithms
13. Fast Array Algorithms
14. Asymptotic Behavior
15. Duality and Equivalence in Estimation and Control
16. Continuous-Time State-Space Estimation
17. A Scattering Theory Approach. A Complementary State-Space Model
A. Useful Matrix Results
B. Unitary and J-Unitary Transformations
C. Controllability and Observability
D. Lyapunov Equations
E. Algebraic Riccati Equations
F. Displacement Structure

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