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100 1 _aFadali, M. Sami.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aIntroduction to Random Signals, Estimation Theory, and Kalman Filtering
_h[electronic resource] /
_cby M. Sami Fadali.
250 _a1st ed. 2024.
264 1 _aSingapore :
_bSpringer Nature Singapore :
_bImprint: Springer,
_c2024.
300 _aXXI, 480 p. 118 illus., 79 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 _aReview of Probability Theory -- Random Variables -- Random Signals (autocorrelation, power spectral density) -- Response of Linear Systems to Random Inputs (continuous, discrete) -- Estimation and Estimator Properties (small sample and large sample properties of estimators, CRLB) -- Least Square Estimation Likelihood (likelihood function, detection) -- Maximum Likelihood Estimation -- Minimum Mean-Square Error Estimation (Kalman Filter, information filter, filter stability) -- Generalizing the Basic Kalman Filter (colored noise, correlated noise, reduced-order estimator, Schmidt Kalman filter sequential computation) -- Prediction and Smoothing -- Nonlinear Filtering (Extended Kalman filter, unscented Kalman filter, ensemble Kalman filter, particle filter) -- The Expectation Maximization Algorithm -- Markov Models.
520 _aThis book provides first-year graduate engineering students and practicing engineers with a solid introduction to random signals and estimation. It includes a statistical background that is often omitted in other textbooks but is essential for a clear understanding of estimators and their properties. The book emphasizes applicability rather than mathematical theory. It includes many examples and exercises to demonstrate and learn the theory that makes extensive use of MATLAB and its toolboxes. Although there are several excellent books on random signals and Kalman filtering, this book fulfills the need for a book that is suitable for a single-semester course that covers both random signals and Kalman filters and is used for a two-semester course for students that need remedial background. For students interested in more advanced studies in the area, the book provides a bridge between typical undergraduate engineering education and more advanced graduate-level courses.
541 _fUABC ;
_cPerpetuidad
650 0 _aControl engineering.
650 0 _aRobotics.
650 0 _aAutomation.
650 0 _aAerospace engineering.
650 0 _aAstronautics.
650 0 _aTelecommunication.
650 1 4 _aControl, Robotics, Automation.
650 2 4 _aAerospace Technology and Astronautics.
650 2 4 _aCommunications Engineering, Networks.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer Nature eBook
776 0 8 _iPrinted edition:
_z9789819980628
776 0 8 _iPrinted edition:
_z9789819980642
776 0 8 _iPrinted edition:
_z9789819980659
856 4 0 _zLibro electrónico
_uhttp://libcon.rec.uabc.mx:2048/login?url=https://doi.org/10.1007/978-981-99-8063-5
912 _aZDB-2-INR
912 _aZDB-2-SXIT
942 _cLIBRO_ELEC
999 _c274697
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