Verwandte Artikel zu Nonlinear Filtering and Optimal Phase Tracking: 180...
Zu dieser ISBN ist aktuell kein Angebot verfügbar.
Alle Exemplare der Ausgabe mit dieser ISBN anzeigen:
Rare Book
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Reseña del editor:
Biografía del autor:
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.
Zeev Schuss is a Professor in the School of Mathematical Sciences at Tel Aviv University.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
- VerlagSpringer
- Erscheinungsdatum2011
- ISBN 10 146140486X
- ISBN 13 9781461404866
- EinbandTapa dura
- Anzahl der Seiten262
Neu kaufen
Mehr zu diesem Angebot erfahren
EUR 58,10
Versand:
EUR 32,99
Von Deutschland nach USA
Beste Suchergebnisse beim ZVAB
Foto des Verkäufers
Nonlinear Filtering and Optimal Phase Tracking
Anbieter:
Bewertung
Buchbeschreibung Buch. Zustand: 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. Artikel-Nr. 9781461404866
Weitere Informationen zu diesem Verkäufer | Verkäufer kontaktieren
Neu kaufen
EUR 58,10
Währung umrechnen