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书籍一本 optimal filtering
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http://users.rsise.anu.edu.au/~john/papers/BOOK/B02.PDF Optimal Filtering Author: Brian D.O. Anderson and John B. Moore (Dover reprint of Prentice Hall 1979 edition,2005,357 pages) This graduate-level text augments and extends beyond undergraduate studies of signal processing, particularly in regard to communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; the discrete-time Kalman filter; time-invariant filters; properties of Kalman filters; computational aspects; and smoothing of discrete-time signals. Additional subjects encompass applications in nonlinear filtering;innovations representations, spectral factorization, and Wiener and Levinson filtering; parameter identification and adaptive estimation; and colored noise and suboptimal reduced order filters. [ Last edited by bird007 on 2005-12-6 at 00:57 ] |
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