Adaptive Filtering Prediction and Control

Adaptive Filtering Prediction and ControlThis unified survey of the theory of adaptive filtering, prediction, and control focuses on linear discrete time systems and explores the natural extensions to nonlinear systems. In keeping with the importance of computers to practical applications, the authors emphasize discrete time systems. Their approach summarizes the theoretical and practical aspects of a large class of adaptive algorithms. Ideal for advanced undergraduate and graduate classes,

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American Mathematical Society