Optical Filtering
This book is a graduate level text which goes beyond and augments the undergraduate exposure engineering students might have to signal processing; particularly, communication systems and digital filtering theory. The material covered in this book is vital for students in the fields of control and communications and relevant to students in such diverse areas as statistics, economics, bioengineering and operations research. The subject matter requires the student to work with linear system theory results and elementary concepts in stochastic processes which are generally assumed at graduate level. However, this book is appropriate at the senior year undergraduate level for students with background in these areas. Certainly the book contains more material than is usually taught in one semester, so that for a one semester or quarter length course, the first three chapters (dealing with the rudiments of Kalman filtering) can be covered first, followed by a selection from later chapters. The chapters following Chapter 3 build in the main on the ideas in Chapters 1, 2 and 3, rather than on all preceding chapters. They cover a miscellany...
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