Kailath, Thomas

Linear estimation / Thomas Kailath, A. H. Sayed, B. Hassibi. - New Jersey : Prentice Hall, 2000. - 854p.; : il., gráficas, diagramas, etc.

Incluye bibliografía, indice, etc.

Overview -- Deterministic least-squares problems -- Stochastic least-squares problems -- The innovations process -- State-space models -- Innovations for stationary processes -- Wiener theory for scala processes -- Recursive wiener filtering -- The kalman filter -- Smoothed estimators -- Fast algorithms -- Arry algorithms -- Fast array algorithms -- Asymptotic behavior -- Duality and equivalence in estimation and control -- Continuous - times state - space estimation -- A scattering theory appoach. Cap. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17.


Disponible en la Colección General.
bibliotea Central

0130224642 (pasta blanda)


Estimation--Theory
Least Squares
Minimos Cuadrados
Estadística Matemática

519.544 / K13