The first half of this concise introductory treatment focuses on digital filtering and the second on filtering noisy data to extract a signal. The text includes

Interest in digital filtering techniques continues to grow with the general increase in the use of digital processors. The first five chapters of this book form

This text provides a concise introduction to digital filtering, filter design and applications in the form of the Kalman and Wiener filters. Throughout the book

The definitive textbook and professional reference on Kalman Filtering – fully updated, revised, and expanded This book contains the latest developments in th

Numerical basics -- Method of least squares -- Recursive least-squares filtering -- Polynomial Kalman filters -- Kalman filters in a nonpolynomial world -- Cont