Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, l

This book is devoted to an investigation of some important problems of mod ern filtering theory concerned with systems of 'any nature being able to per ceive, s

0. 1 Introduction Although the general optimal solution of the ?ltering problem for nonlinear state and observation equations confused with white Gaussian noise

A bottom-up approach that enables readers to master and apply the latest techniques in state estimation This book offers the best mathematical approaches to est

A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.