Discrete stochastic processes and optimal filtering

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 pro...

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Bibliographic Details
Main Author: Bertein, Jean-Claude
Other Authors: Ceschi, Roger
Format: eBook
Language:English
Published: London ISTE Ltd. 2007
Subjects:
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Collection: O'Reilly - Collection details see MPG.ReNa
Description
Summary: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 ar
Physical Description:1 online resource