Introduction to Optimal Estimation
Author | : Edward W. Kamen |
Publisher | : Springer Science & Business Media |
Total Pages | : 384 |
Release | : 2012-12-06 |
ISBN-10 | : 9781447104179 |
ISBN-13 | : 144710417X |
Rating | : 4/5 (17X Downloads) |
Download or read book Introduction to Optimal Estimation written by Edward W. Kamen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.