Discrete stochastic processes and optimal filtering

Optimal filtering applied to stationary and non-stationary signals provides the most efficient means of dealing with problems arising from the extraction of noise signals. Moreover, it is a fundamental feature in a range of applications, such as in navigation in aerospace and aeronautics, filter pro...

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Bibliographic Details
Other Authors: Bertein, Jean-Claude, author (author), Ceschi, Roger, author
Format: eBook
Language:Inglés
Published: Newport Beach, California : ISTE 2007.
Edition:1st edition
Series:ISTE
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009626917506719
Description
Summary:Optimal filtering applied to stationary and non-stationary signals provides the most efficient means of dealing with problems arising from the extraction of noise signals. Moreover, it is a fundamental feature in a range of applications, such as in navigation in aerospace and aeronautics, filter processing in the telecommunications industry, etc. This book provides a comprehensive overview of this area, discussing random and Gaussian vectors, outlining the results necessary for the creation of Wiener and adaptive filters used for stationary signals, as well as examining Kalman filters which ar
Item Description:"First published in France in 2005 by Hermes Science/Lavoisier entitled "Processus stochastiques discrets et filtrages optimaux"."
Physical Description:1 online resource (303 p.)
Bibliography:Includes bibliographical references and index.
ISBN:9781118615492
9781280847851
9786610847853
9780470394939
9780470612293
9781847046246