Kalman filtering is a well-established topic in the field of control and signal processing and represents by far the most refined method for the design of neural networks. This book takes a nontraditional nonlinear approach and reflects the fact that most practical applications are nonlinear. The book deals with important applications in such fields as control, financial forecasting, and idle speed control.
Simon Haykin was a Canadian electrical engineer noted for his pioneering work in Adaptive Signal Processing with emphasis on applications to Radar Engineering and Telecom Technology. He was a Distinguished University Professor at McMaster University in Hamilton, Ontario, Canada.