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Nonlinear Filtering and Optimal Phase Tracking / by Zeev Schuss
(Applied Mathematical Sciences. ISSN:2196968X ; 180)
版 | 1st ed. 2012. |
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出版者 | New York, NY : Springer US : Imprint: Springer |
出版年 | 2012 |
本文言語 | 英語 |
大きさ | XVIII, 262 p : online resource |
著者標目 | *Schuss, Zeev author SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Mathematical physics LCSH:Differential equations FREE:Probability Theory FREE:Theoretical, Mathematical and Computational Physics FREE:Differential Equations |
一般注記 | 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 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 HTTP:URL=https://doi.org/10.1007/978-1-4614-0487-3 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9781461404873 |
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EB00230546 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000119801 |
ISBN | 9781461404873 |
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※2017年9月4日以降