Nonlinear Filtering and Optimal Phase Tracking

Nonlinear Filtering and Optimal Phase Tracking

AngličtinaMäkká väzbaTlač na objednávku
Schuss Zeev
Springer-Verlag New York Inc.
EAN: 9781489973818
Tlač na objednávku
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This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density. Furthermore, it presents analytical methods for constructing asymptotic approximations to their solution and for synthesizing asymptotically optimal filters. It also offers a new approach to the phase tracking problem, based on optimizing the mean time to loss of lock. The book is based on lecture notes from a one-semester special topics course on stochastic processes and their applications that the author taught many times to graduate students of mathematics, applied mathematics, physics, chemistry, computer science, electrical engineering, and other disciplines. The book contains exercises and worked-out examples aimed at illustrating the methods of mathematical modeling and performance analysis of phase trackers.
EAN 9781489973818
ISBN 1489973818
Typ produktu Mäkká väzba
Vydavateľ Springer-Verlag New York Inc.
Dátum vydania 25. januára 2014
Stránky 262
Jazyk English
Rozmery 235 x 155
Krajina United States
Čitatelia Professional & Scholarly
Autori Schuss Zeev
Ilustrácie XVIII, 262 p.
Edícia 2012 ed.
Séria Applied Mathematical Sciences
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