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Books > Computing & IT > Applications of computing > Signal processing
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Discrete Stochastic Processes and Optimal Filtering 2e (Hardcover, 2nd Edition)
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Discrete Stochastic Processes and Optimal Filtering 2e (Hardcover, 2nd Edition)
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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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