Optimal Filtering: Information and...
Wishlist
May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less
Book Summary
Optimal Filtering by Brian D. O. Anderson is a classic graduate-level textbook on estimation theory, covering Kalman filtering, Wiener filtering, and stochastic systems. It provides rigorous mathematical foundations for engineers and statisticians. This used copy may have limited writing in cover pages but unmarked pages, making it a cost-effective reference for advanced study.
This book is not available
Store  |
Condition |
Deals & Coupons | Price |
Est. Shipping |
Total |
Buy |
|---|---|---|---|---|---|---|
| Sorry we could not find any result for “9780136381228” | ||||||
About Optimal Filtering: Information and...
Optimal Filtering: Information and... by Brian D. O. Anderson is a seminal textbook in control and estimation theory. It presents a comprehensive treatment of optimal filtering techniques, including the Kalman filter, Wiener filter, and nonlinear filtering methods. The book emphasizes both continuous-time and discrete-time systems, with rigorous derivations and practical applications. Readers will find in-depth discussions on stochastic processes, spectral factorization, and state-space methods. This used edition may show limited writing on cover pages but has unmarked pages, ensuring the core content remains fully accessible. It is ideal for graduate students and researchers in electrical engineering, applied mathematics, and statistics who seek a deep theoretical understanding of filtering and estimation. The text balances mathematical rigor with engineering insight, making it a valuable reference for advanced coursework and professional practice.
Who should read Optimal Filtering: Information and...?
This book is intended for graduate students, researchers, and professionals in electrical engineering, control systems, applied mathematics, and statistics. It suits those with a solid background in linear algebra, probability, and stochastic processes who want a rigorous treatment of optimal filtering. Practitioners in signal processing, communications, and navigation will find the theoretical foundations useful. It is also appropriate for advanced undergraduates seeking a challenge, though prior exposure to estimation theory is recommended.
Pros & Cons
Pros
- ✓ Rigorous mathematical treatment of optimal filtering theory
- ✓ Covers both continuous-time and discrete-time systems comprehensively
- ✓ Includes classic Kalman and Wiener filtering with derivations
- ✓ Written by a renowned expert in control and estimation
- ✓ Used copy may be cost-effective with unmarked pages
Cons
- ✗ May be too theoretical for beginners without strong math background
- ✗ Used copy might have limited writing on cover pages
- ✗ Some topics may feel dated compared to newer texts
- ✗ Lacks extensive modern computational examples
- ✗ Not a light read; requires significant effort
Similar books
Frequently asked questions
Is this book suitable for self-study?
It can be used for self-study if you have a strong background in probability and linear systems. However, the dense mathematical derivations may require supplementary resources or coursework.
Does the book cover nonlinear filtering?
Yes, it includes some treatment of nonlinear filtering, such as the extended Kalman filter, though the primary focus is on linear optimal filtering.
What is the condition of this used copy?
The description states it may have limited writing in cover pages, but pages are unmarked. This means the main text is clean and readable.
Is this edition still relevant today?
The theoretical foundations remain timeless, but some applications and examples may not reflect the latest computational tools. It is still a valuable reference for core concepts.
Does it include exercises or solutions?
The book contains exercises, but solutions are not typically included. Instructors may need to provide their own solutions.
At Windsorbooks, we compare prices from trusted sellers so you can buy, rent, or sell textbooks at the best total price — shipping included.
As an Amazon Associate, Windsorbooks.com may earn a small commission on qualifying purchases.