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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Schuss, Zeev (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer US : Imprint: Springer, 2012.
Edición:1st ed. 2012.
Colección:Applied Mathematical Sciences, 180
Temas:
Probabilities.
Mathematical physics.
Differential equations.
Probability Theory.
Theoretical, Mathematical and Computational Physics.
Differential Equations.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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