Nonlinear Filtering and Optimal Phase Tracking: 180 (Applied Mathematical Sciences) - Tapa blanda

Schuss, Zeev

 
9781489973818: Nonlinear Filtering and Optimal Phase Tracking: 180 (Applied Mathematical Sciences)
Tapa blanda
ISBN 10: 1489973818 ISBN 13: 9781489973818
Editorial: Springer, 2014

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2014
Idioma
Inglés
ISBN 10 
1489973818
ISBN 13 
9781489973818
Encuadernación
Tapa blanda
Número de páginas
280
Contacto del fabricante
no disponible
Persona responsable
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Alemania

Otras ediciones populares con el mismo título

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

Edición Destacada

ISBN 10:  146140486X ISBN 13:  9781461404866
Editorial: Springer, 2011
Tapa dura