by Vedran Kordic
Publisher: InTech 2010
Number of pages: 400
The Kalman filter has been successfully employed in diverse knowledge areas over the last 50 years. The aim of this book is to provide an overview of recent developments in Kalman filter theory and their applications in engineering and science.
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by Bruce Hajek - University of Illinois at Urbana-Champaign
These notes were written for a graduate course on random processes. Students are assumed to have had a previous course in probability, some familiarity with real analysis and linear algebra, and some familiarity with complex analysis.
by Sophocles J. Orfanidis
In this edition the emphasis is on real-time adaptive signal processing, eigenvector methods of spectrum estimation, and parallel processor implementations of optimum filtering and prediction algorithms, and including several new developments.
by William A. Gardner - McGraw-Hill
A first course on random processes for graduate engineering and science students, particularly those with an interest in the analysis and design of signals and systems. The book includes detailed coverage of minimum-mean-squared-error estimation.
by Paolo Prandoni, Martin Vetterli - EFPL Press
The book is less focused on the mathematics and more on the concepts, allowing students to think about the subject at a higher conceptual level, thus building the foundations for more advanced topics and helping students solve real-world problems.