Introduction To Optimal Estimation
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Introduction to Optimal Estimation
| Author | : Edward W. Kamen |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 384 |
| Release | : 2012-12-06 |
| Genre | : Technology & Engineering |
| ISBN | : 144710417X |
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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.
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