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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Livre numérique |
| Sprache: | Anglais |
| Veröffentlicht: |
New York, NY :
Springer US
[20..].
Cham : Springer Nature |
| Ausgabe: | 1st ed. 2012. |
| Schriftenreihe: | Applied Mathematical Sciences
180 |
| Schlagworte: | |
| Online Zugang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Anmerkung: |
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 |
Inhaltsangabe:
- 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