Random Vectors and Random Sequences
Robert Piché
Broschiertes Buch

Random Vectors and Random Sequences

Theory for linear estimation and filtering

Versandkostenfrei!
Versandfertig in 6-10 Tagen
44,99 €
inkl. MwSt.
PAYBACK Punkte
22 °P sammeln!
This textbook covers the essential theory of random vectors and sequences, an understanding of which is essential for understanding and applying estimation, filtering and tracking algorithms. Requiring only a knowledge of basic probability and of matrix algebra, it begins with a succinct review of probability theory, starting with univariate discrete variables and proceeding step by step to the continuous multivariate case. It then presents multivariate normal (Gaussian) estimation of linear model parameters, random sequences (including convergence, ergodicity, and power spectral density), sta...