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Optimal Filtering - Volume II: Spatio-Temporal Fields (Paperback, Softcover reprint of the original 1st ed. 1999)
Loot Price: R2,817
Discovery Miles 28 170
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Optimal Filtering - Volume II: Spatio-Temporal Fields (Paperback, Softcover reprint of the original 1st ed. 1999)
Series: Mathematics and Its Applications, 481
Expected to ship within 10 - 15 working days
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In this volume the investigations of filtering problems, a start on
which has been made in 55], are being continued and are devoted to
theoretical problems of processing stochastic fields. The
derivation of the theory of processing stochastic fields is similar
to that of the theory extensively developed for stochastic
processes ('stochastic fields with a one-dimensional domain').
Nevertheless there exist essential distinctions between these cases
making a construction of the theory for the multi-dimensional case
in such a way difficult. Among these are the absence of the notion
of the 'past-future' in the case of fields, which plays a
fundamental role in constructing stochastic processes theory. So
attempts to introduce naturally the notion of the causality
(non-anticipativity) when synthesising stable filters designed for
processing fields have not met with success. Mathematically,
principal distinctions between multi-dimensional and
one-dimensional cases imply that the set of roots of a
multi-variable polyno mial does not necessary consist of a finite
number of isolated points. From the main theorem of algebra it
follows that in the one-dimensional case every poly nomial of
degree n has just n roots (considering their multiplicity) in the
com plex plane. As a consequence, in particular, an arbitrary
rational function cents(."
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