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...
| Otros Autores: | , |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Newport Beach, California :
ISTE
2007.
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| Edición: | 1st edition |
| Colección: | ISTE
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009626917506719 |
| Sumario: | 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 |
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| Notas: | "First published in France in 2005 by Hermes Science/Lavoisier entitled "Processus stochastiques discrets et filtrages optimaux"." |
| Descripción Física: | 1 online resource (303 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781118615492 9781280847851 9786610847853 9780470394939 9780470612293 9781847046246 |
