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Optimal Filtering, 1

Name: Optimal Filtering, 1
Brand: Springer Netherlands
SKU: 02258284
Price: 39828 HUF
Availability: InStock
Author: V.N. Fomin
ISBN: 9789401062381

Volume I: Filtering of Stochastic Processes

V.N. Fomin

Language

English

Book Paperback

Libristo code: 02258284

Publishers Springer Netherlands, October 2012

This book considers methods of optimal signal processing. The generalised filtering theory presented... Full description

Libristo code: 02258284

271 b

39 828 Ft

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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.