Discrete Stochastic Processes and Optimal Filtering
by
J–C Bertein
Book Details
Format
Hardback or Cased Book
ISBN-10
1905209746
ISBN-13
9781905209743
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
May 9th, 2007
Print length
287 Pages
Weight
584 grams
Dimensions
16.00 x 24.10 x 2.20 cms
Product Classification:
Stochastics
Ksh 27,550.00
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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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