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9781461404866: Nonlinear Filtering and Optimal Phase Tracking: 180 (Applied Mathematical Sciences)

Sinopsis

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.

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Acerca del autor

Zeev Schuss is a Professor in the School of Mathematical Sciences at Tel Aviv University.

De la contraportada

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.

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  • EditorialSpringer
  • Año de publicación2011
  • ISBN 10 146140486X
  • ISBN 13 9781461404866
  • EncuadernaciónTapa dura
  • IdiomaInglés
  • Número de páginas282
  • Contacto del fabricanteno disponible

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9781489973818: Nonlinear Filtering and Optimal Phase Tracking: 180 (Applied Mathematical Sciences)

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ISBN 10:  1489973818 ISBN 13:  9781489973818
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Zeev Schuss
Publicado por Springer US Nov 2011, 2011
ISBN 10: 146140486X ISBN 13: 9781461404866
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Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware - 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. 280 pp. Englisch. Nº de ref. del artículo: 9781461404866

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Zeev Schuss
Publicado por Springer US, 2011
ISBN 10: 146140486X ISBN 13: 9781461404866
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Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Many exercises and examples included Balance between mathematical rigor and physical intuitionAn analytical rather than measure-theoretical approach to the derivation and solution of the partial differential equations of nonlinear fillterin. Nº de ref. del artículo: 4196839

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Zeev Schuss
Publicado por Springer US, Springer New York, 2011
ISBN 10: 146140486X ISBN 13: 9781461404866
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Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Nº de ref. del artículo: 9781461404866

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Zeev Schuss
ISBN 10: 146140486X ISBN 13: 9781461404866
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Buch. Condición: Neu. Neuware -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 bookis 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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 280 pp. Englisch. Nº de ref. del artículo: 9781461404866

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Schuss, Zeev
Publicado por Springer, 2011
ISBN 10: 146140486X ISBN 13: 9781461404866
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Hardcover. Condición: Like New. Like New. book. Nº de ref. del artículo: ERICA758146140486X5

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