Optimal 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.