Lavoisier S.A.S.
14 rue de Provigny
94236 Cachan cedex
FRANCE

Heures d'ouverture 08h30-12h30/13h30-17h30
Tél.: +33 (0)1 47 40 67 00
Fax: +33 (0)1 47 40 67 02


Url canonique : www.lavoisier.fr/livre/mathematiques/nonlinear-filtering-and-optimal-phase-tracking/schuss/descriptif_2928839
Url courte ou permalien : www.lavoisier.fr/livre/notice.asp?ouvrage=2928839

Nonlinear Filtering and Optimal Phase Tracking, 2012 Applied Mathematical Sciences Series, Vol. 180

Langue : Anglais

Auteur :

Couverture de l’ouvrage Nonlinear Filtering and Optimal Phase Tracking

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.

Diffusion and Stochastic Differential Equations.- Euler's Simulation Scheme and Wiener's Measure.- Nonlinear Filtering and Smoothing of Diffusions.- Small Noise Analysis of Zakai's Equation.- Loss of Lock in Phase Trackers.- Loss of Lock in RADAR and Synchronization.- Phase Tracking with Optimal Lock Time.- Bibliography.- Index
Zeev Schuss is a Professor in the School of Mathematical Sciences at Tel Aviv University.

Many exercises and examples included

Balance between mathematical rigor and physical intuition

An analytical rather than measure-theoretical approach to the derivation and solution of the partial differential equations of nonlinear filltering theory

Date de parution :

Ouvrage de 262 p.

15.5x23.5 cm

Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).

Prix indicatif 63,25 €

Ajouter au panier

Date de parution :

15.5x23.5 cm

Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).

Prix indicatif 63,29 €

Ajouter au panier
En continuant à naviguer, vous autorisez Lavoisier à déposer des cookies à des fins de mesure d'audience. Pour en savoir plus et paramétrer les cookies, rendez-vous sur la page Confidentialité & Sécurité.
FERMER