Optimal Filtering
Optimal Filtering

Optimal Filtering
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Dover Publications

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978048643938

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Optimal Filtering Specs:
Product NameOptimal Filtering
ManufacturerDover Publications
Product Number MPN3277091
Retail Price $24.95
EAN-1409780486439389
UPC978048643938
Specifications 
TitleOptimal Filtering
ISBN0486439380
Author(s)John B. Moore, Brian D.O. Anderson
Release Date2005-01-17
FormatPaperback
Num of Pages368
Num. of Items1

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Latest 6 Reviews
Here is what people are saying about the Optimal Filtering
2 Star Rating  "Not good for newcomers"2009-02-07
- Reviewed By Peter, graduate student from Czech Republic
This book is written in similar style as Optimal Control. For me it was very difficult to read, so I strongly don't recommend it as student's book. It might be useful as a refrence.
For newcomers there are much better books, for example Dan Simon - Optimal State Estimation.
 
5 Star Rating  "Optimal Filtering (Dover Books on Engineering) "2008-09-25
- Reviewed By Severino P. Santos
I'm sorry I have not fluency in English, however I can say that I'm satisfied with the book "Optimal Filtering (Dover Books on Engineering)" and your service.br /thank you.
 
5 Star Rating  "Perfect, as always!"2008-09-17
- Reviewed By An Amazon User
I usually buy books here because they always arrive in time and in prefect conditions, even the used ones! As I live in Brazil, it's really a serious delivery system, because it's not easy to send so far!
 
5 Star Rating  "Classics in Signal Processing"2007-06-08
- Reviewed By KL
This book is already a classics in signal processing. If you are serious in optimal control, linear estimation or general signal processing, get this book to have a look, you might be benefited from it. I am glad to see Dover reprint this out of print classics at reasonable price.
 
5 Star Rating  "Excellent textbook in extended Kalman filtering"2007-01-11
- Reviewed By Serendipity from Portland, OR USA
It is very useful to study the Bayesian optimal filtering.
 
5 Star Rating  "Excellent work on filtering and statistical signal processing"2006-10-03
- Reviewed By belmont1 from Gloucester, England
This is an excellent book. I often see it referenced, in the old edition from Prentice Hall, in IEEE papers written by "old important guys" (and gals of course) indicating that it carries some weight amongst people in the know.

It treats aspects of filtering, from the ground up, in a mathematically correct way. You do need to be comfortable with matrix analysis, calculus, certainly random processes, and have some level of "mathematical sophistication" (that elusively defined quality.) As a supplement to a course in Statistical Signal Processing where you use the book by, say, Kay, it would be very good (and much cheaper than Kay.) I'm not sure how Dover selects their catalogue of books, but they certainly do a good job of picking up the lagged copyright from big publishers, of very good older books.

The book is written by a couple of Aussies who begin each chapter with the salutation "G'day Mate!" (**) and end each chapter with "Good on yer Cobber," and also, confusingly, refer to each other as "Bruce" throughout the book. The book is good enough for you to be able to overlook these nationalistic quirks. They also use tracking problems, in the section on Kalman filtering, taken from Aussie Rules football, as a player tracks the ball through the air, before he is clobbered by an opponent. This is a good example of tracking, whether you are a Raytheon missile engineer, or an Aussie rules footballer. They even use a more complicated example where the player tracks both the ball and the other player (the clobberer). This example could probably be generalized to missile defense.

In summary, this really is a good book on filtering, especially the core material of Wiener filtering and Kalman filtering. Highly recommended. Good on yer Cobbers!! (Bruce and Bruce, that is.)

**Disclaimer: Some of this review is a fictionalised account of a review.
 
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