Nonlinear filtering and optimal phase tracking
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 Wiene...
שמור ב:
| מחבר ראשי: | |
|---|---|
| פורמט: | Livre numérique |
| שפה: | Anglais |
| יצא לאור: |
New York, NY :
Springer US
[20..].
Cham : Springer Nature |
| מהדורה: | 1st ed. 2012. |
| סדרה: | Applied Mathematical Sciences
180 |
| נושאים: | |
| גישה מקוונת: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| הערה: |
Description d'après consultation du 24 février 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Nonlinear filtering and optimal phase tracking, Zeev Schuss, New York, Springer, 2012, 1 vol. (XVIII-262 p.), Applied Mathematical Sciences, 978-1-4614-0486-6 • Nonlinear Filtering and Optimal Phase Tracking, Texte imprimé, 9781489973818 • Nonlinear Filtering and Optimal Phase Tracking, Texte imprimé, 9781461404880 • Nonlinear filtering and optimal phase tracking, Zeev Schuss, New York, Springer, 2012, 1 vol. (XVIII-262 p.), Applied Mathematical Sciences, 978-1-4614-0486-6 |
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| 100 | 1 | |a Schuss, Zeev, |d 1937-2018. | |
| 245 | 1 | 0 | |a Nonlinear filtering and optimal phase tracking |c Zeev Schuss. |
| 250 | |a 1st ed. 2012. | ||
| 260 | |a New York, NY : |b Springer US. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Applied Mathematical Sciences |v 180 |x 2196-968X | |
| 500 | |a Description d'après consultation du 24 février 2012 | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. p. 247-253. Index | ||
| 505 | 1 | |a Diffusion and Stochastic Differential Equations Euler's Simulation Scheme and Wiener's Measure Nonlinear Filtering and Smoothing of Diffusions Small Noise Analysis of Zakai's Equation Loss of Lock in Phase Trackers Loss of Lock in RADAR and Synchronization Phase Tracking with Optimal Lock Time Bibliography Index | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 | ||
| 650 | |a Distribution (théorie des probabilités) | ||
| 776 | 0 | |0 158017242 |t Nonlinear filtering and optimal phase tracking |f Zeev Schuss |c New York |n Springer |d 2012 |p 1 vol. (XVIII-262 p.) |s Applied Mathematical Sciences |z 978-1-4614-0486-6 | |
| 776 | 0 | |t Nonlinear Filtering and Optimal Phase Tracking |b Texte imprimé |z 9781489973818 | |
| 776 | 0 | |t Nonlinear Filtering and Optimal Phase Tracking |b Texte imprimé |z 9781461404880 | |
| 776 | 0 | |0 158017242 |t Nonlinear filtering and optimal phase tracking |f Zeev Schuss |c New York |n Springer |d 2012 |p 1 vol. (XVIII-262 p.) |s Applied Mathematical Sciences |z 978-1-4614-0486-6 | |
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