Książka Optimal Filtering, 1 V.N. Fomin

Optimal Filtering, 1

Volume I: Filtering of Stochastic Processes

Autor: V.N. Fomin
Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 5-8 dni
423.49
This book considers methods of optimal signal processing. The generalised filtering theory presented...

Informacje o książce

Autor
Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2012
strony
378
EAN
9789401062381
ISBN
9401062382
Enbook ID
02258284
Waga
630
Wymiary
160 x 240 x 21

Pełny opis

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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