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Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations
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Nonlinear Filtering and Optimal Phase Tracking (Paperback, 2012 ed.)
Loot Price: R1,552
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Nonlinear Filtering and Optimal Phase Tracking (Paperback, 2012 ed.)
Series: Applied Mathematical Sciences, 180
Expected to ship within 10 - 15 working days
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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.
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