書目名稱 | Nonlinear Filtering and Optimal Phase Tracking |
編輯 | Zeev Schuss |
視頻video | http://file.papertrans.cn/668/667497/667497.mp4 |
概述 | Many exercises and examples included.Balance between mathematical rigor and physical intuition.An analytical rather than measure-theoretical approach to the derivation and solution of the partial diff |
叢書名稱 | Applied Mathematical Sciences |
圖書封面 |  |
描述 | .?.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.. |
出版日期 | Textbook 2012 |
關(guān)鍵詞 | Markov processes; Optimal filtering; Stochastic Differential Equations; Stochastic processes; Stochastic |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4614-0487-3 |
isbn_softcover | 978-1-4899-7381-8 |
isbn_ebook | 978-1-4614-0487-3Series ISSN 0066-5452 Series E-ISSN 2196-968X |
issn_series | 0066-5452 |
copyright | Springer Science+Business Media, LLC 2012 |