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"The Hour of the Dragon

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Digital and Kalman Filtering New York) has distilled intoThis text for advanced undergraduates and graduate students provides a concise introduction to increasingly important topics in electrical engineering: digital filtering, filter design, and applications in the form of the Kalman and Wiener filters. The first half focuses on digital filtering, covering FIR and IIR filter design and other concepts. The second half addresses filtering noisy data to extract a signal, with chapters on nonrecursive (FIR