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.
- ISBN13 9781852331337
- Publish Date 30 September 1999
- Publish Status Active
- Publish Country GB
- Imprint Springer London Ltd
- Edition 1999 ed.
- Format Paperback
- Pages 380
- Language English