Springer Series in Information Sciences
1 primary work • 2 total works
Book 26
"Signal Processing and Systems Theory" is concerned with the study of H-optimization for digital signal processing and discrete-time control systems. The first three chapters present the basic theory and standard methods in digital filtering and systems from the frequency-domain approach, followed by a discussion of the general theory of approximation in Hardy spaces. AAK theory is introduced, first for finite-rank operators and then more generally, before being extended to the multi-input/multi-output setting. This mathematically rigorous book is self-contained and suitable for self-study. The advanced mathematical results derived here are applicable to digital control systems and digital filtering.
v. 17
Kalman Filtering with Real-Time Applications presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. The filtering algorithms are derived via different approaches, including a direct method consisting of a series of elementary steps, and an indirect method based on innovation projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. The last two topics are new additions to this third edition. Most filtering algorithms are illustrated by using simplified radar tracking examples. The style of the book is informal, and the mathematics is elementary but rigorous. The text is self-contained, suitable for self-study, and accessible to all readers with a minimum knowled