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...
Κύριος συγγραφέας: | |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Boston, MA :
Springer US : Imprint: Springer,
2012.
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Σειρά: | Applied Mathematical Sciences,
180 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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.