Discrete Stochastic Processes and Optimal Filtering 2e
by
J–C Bertein
Book Details
Format
Hardback or Cased Book
ISBN-10
1848211813
ISBN-13
9781848211810
Publisher
ISTE Ltd and John Wiley & Sons Inc
Imprint
ISTE Ltd and John Wiley & Sons Inc
Country of Manufacture
US
Country of Publication
GB
Publication Date
Dec 8th, 2009
Print length
320 Pages
Weight
580 grams
Dimensions
23.80 x 15.60 x 2.20 cms
Ksh 25,000.00
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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.
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 are used in relation to non-stationary signals. Exercises with solutions feature in each chapter to demonstrate the practical application of these ideas using MATLAB.
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