Carte Optimal Filtering V.N. Fomin

Optimal Filtering

Volume I: Filtering of Stochastic Processes

Autor: V.N. Fomin
Limbă: engleză
Legare: Copertă tare
Disponibilitate: În depozitul extern în cantități mici
Expediem în 11-15 zile
582.21 lei
This book considers methods of optimal signal processing. The generalised filtering theory presented...

Informații despre carte

Autor
Limbă
engleză
Legare
Carte - Copertă tare
Publicat
1998
Pagini
378
EAN
9780792352860
ISBN
0792352866
Enbook ID
01395835
Greutate
730
Dimensiuni
160 x 240 x 22

Descriere completă

This book considers methods of optimal signal processing. The generalised filtering theory presented includes both highly developed, now classical branches like the Wiener-Kolmogorov and Kalman-Bucy theories, as well as relatively new branches such as semidegenerate processes and minimax filtering. The unique two-level approach to filtering problems is applied depending on their complexity. Starting with the conventional notions of filtering theory, in terms of difference-differential models, the research proceeds to notions and constructions of functional analysis convenient for analysing linear filtering problems. Many novel results on filtering theory are also introduced. §Audience: This volume will be of interest to experts in the design of signal processing and theorists in functional analysis, probability theory, and mathematical physics.

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