[PDF.49eu] Lectures on Discrete Time Filtering (Signal Processing and Digital Filtering)

Lectures on Discrete Time Filtering (Signal Processing and Digital Filtering)

[PDF.pe49] Lectures on Discrete Time Filtering (Signal Processing and Digital Filtering)

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 | #6949122 in Books |  1994-04-28 | Original language:English | PDF # 1 |  9.50 x6.50 x.50l,.0 | File type: PDF | 156 pages

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The theory of linear discrete time filtering started with a paper by Kol­ mogorov in 1941. He addressed the problem for stationary random se­ quences and introduced the idea of the innovations process, which is a useful tool for the more general problems considered here. The reader may object and note that Gauss discovered least squares much earlier; however, I want to distinguish between the problem of parameter estimation, the Gauss problem, and that of Kolmogo...

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