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Random Vectors and Random Sequences


Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
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  • Product Description

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), state space models of linear discrete-time dynamic systems and their response to random inputs, and finally the Kalman filter algorithm. Distinguishing features of this textbook include full coverage of multivariate theory, a modern (Bayesian) approach to estimation and filtering, detailed proofs of key results, and 75 exercises with answers.

Product Specifications
SKU :COC24898
AuthorRobert Piché
Number of Pages164
Publishing Year8/15/2012
Edition1 st
Book TypeStochastics
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-28 00:00:00
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