Discrete Stochastic Processes and Optimal Filtering Hardback
by Jean-Claude (University of Paris VI) Bertein, Roger (University of Paris XI) Ceschi
Hardback
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Description
Optimal filtering applied to stationary and non-stationary signals provides the most efficient means of dealing with problems arising from the extraction of noise signals.
Moreover, it is a fundamental feature in a range of applications, such as in navigation in aerospace and aeronautics, filter processing in the telecommunications industry, etc.
This book provides a comprehensive overview of this area, discussing random and Gaussian vectors, outlining the results necessary for the creation of Wiener and adaptive filters used for stationary signals, as well as examining Kalman filters which are used in relation to non-stationary signals.
Exercises with solutions feature in each chapter to demonstrate the practical application of these ideas using MATLAB.
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Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:320 pages
- Publisher:ISTE Ltd and John Wiley & Sons Inc
- Publication Date:08/12/2009
- Category:
- ISBN:9781848211810
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:320 pages
- Publisher:ISTE Ltd and John Wiley & Sons Inc
- Publication Date:08/12/2009
- Category:
- ISBN:9781848211810