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Titlebook: Modelling and Application of Stochastic Processes; Uday B. Desai Book 1986 Kluwer Academic Publishers, Boston 1986 Estimator.Phase.Signal.

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書目名稱Modelling and Application of Stochastic Processes
編輯Uday B. Desai
視頻videohttp://file.papertrans.cn/637/636560/636560.mp4
圖書封面Titlebook: Modelling and Application of Stochastic Processes;  Uday B. Desai Book 1986 Kluwer Academic Publishers, Boston 1986 Estimator.Phase.Signal.
描述The subject of modelling and application of stochastic processes is too vast to be exhausted in a single volume. In this book, attention is focused on a small subset of this vast subject. The primary emphasis is on realization and approximation of stochastic systems. Recently there has been considerable interest in the stochastic realization problem, and hence, an attempt has been made here to collect in one place some of the more recent approaches and algorithms for solving the stochastic realiza- tion problem. Various different approaches for realizing linear minimum-phase systems, linear nonminimum-phase systems, and bilinear systems are presented. These approaches range from time-domain methods to spectral-domain methods. An overview of the chapter contents briefly describes these approaches. Also, in most of these chapters special attention is given to the problem of developing numerically ef- ficient algorithms for obtaining reduced-order (approximate) stochastic realizations. On the application side, chapters on use of Markov random fields for modelling and analyzing image signals, use of complementary models for the smoothing problem with missing data, and nonlinear estimat
出版日期Book 1986
關(guān)鍵詞Estimator; Phase; Signal; Stochastic processes; Variance; model; modeling; stochastic process
版次1
doihttps://doi.org/10.1007/978-1-4613-2267-2
isbn_softcover978-1-4612-9400-9
isbn_ebook978-1-4613-2267-2
copyrightKluwer Academic Publishers, Boston 1986
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focused on a small subset of this vast subject. The primary emphasis is on realization and approximation of stochastic systems. Recently there has been considerable interest in the stochastic realization problem, and hence, an attempt has been made here to collect in one place some of the more recen
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