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Fundamentals of Stochastic Signals, Systems and Estimation Theory: With Worked Examples by Branko Kovačevic, Zeljko Đurovic, Zoran Banjac

Fundamentals of Stochastic Signals, Systems and Estimation Theory: With Worked Examples

by Branko Kovačevic , Zeljko Đurovic , Zoran Banjac
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Book cover type: Hardcover
  • ISBN13: 9783031974083
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 701
  • Original Price: EUR 152.59
  • Language: English
  • Edition: Third 2026
  • Item Weight: 1180 grams
  • BISAC Subject(s): Signals & Signal Processing

Review of The Theory of Probability and Random Variables.- Fundamentals of Stochastic Processes.- Linear Discrete-Time Stochastic Systems.- Linear Continuous Time Stochastic Systems.- Fundamentals of Estimation.- Optimum Nonrecursive Linear Estimation: Wiener Filtering.- Optimum Recursive Linear Estimation: Kalman Filtering.- Extensions of The Optimum Recursive (Kalman) Filter.

Branko Kovačevic is a Senior Member of the IEEE; he received the Ph.D. degree from the University of Belgrade, Belgrade, Serbia, in 1984. In 1981, he joined the Faculty of Electrical Engineering, University of Belgrade, where he is currently Professor Emeritus. He is the author of eight books and more than 80 articles in scientific journals. His current research interests include robust estimation, system identification, adaptive and nonlinear filtering, optimal and adaptive control, and digital signal processing. He is a Member of the EURASIP, the WSAES, and the National Association ETRAN and a Corresponding Member of the Academy of Engineering Sciences of Serbia. He was the Recipient of the Outstanding Research Prize of the Institute of Applied Mathematics and Electronics, the Prize of the Serbian Association for Informatics, and the Prize of the Association of Radio Systems Engineers. He is Reviewer of IEEE Transactions on Automatic Control, the IFAC journal Automatica, and Signal Processing.

Zeljko Đurovic received his Ph.D. degree from the Faculty of Electrical Engineering, University of Belgrade, Yugoslavia, in 1994. His M.Sc. was from the field of multiple target tracking (supervised by Prof. Srđan Stankovic), while his Ph.D. was from the field of estimation theory and supervised by Prof. Branko Kovačevic.

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