This book provides several efficient Kalman filters (linear or nonlinear) under information theoretic criteria. They achieve excellent performance in complicate

The definitive textbook and professional reference on Kalman Filtering – fully updated, revised, and expanded This book contains the latest developments in th

Adaptive Learning Methods for Nonlinear System Modeling presents some of the recent advances on adaptive algorithms and machine learning methods designed for no

Recently, criterion functions based on information theoretic measures (entropy, mutual information, information divergence) have attracted attention and become

Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, l