By Thomas Kailath
This unique paintings deals the main finished and up to date remedy of the real topic of optimum linear estimation, that is encountered in lots of parts of engineering akin to communications, keep an eye on, and sign processing, and in addition a number of different fields, e.g., econometrics and statistics. The booklet not just highlights the main major contributions to this box throughout the twentieth century, together with the works of Weiner and Kalman, however it does so in an unique and novel demeanour that paves the best way for extra advancements within the new millennium. This ebook encompasses a huge number of difficulties that supplement the textual content and are a major a part of it, as well as various sections that provide fascinating ancient debts and insights.
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