Hidden Bibliographic Details
| Other authors / contributors: | Ceschi, Roger.
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| ISBN: | 9781118600481
1118600487
9781118600351
1118600355
9781118600535
1118600533
9781848211810
1848211813
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| Notes: | Translated from French.
"First published 2005 in France by Hermes Science/Lavoisier entitled Processus stochastiques discrets et filtrages optimaux ̐Μư Hermes Science/Lavoisier"--Copyright page
Includes bibliographical references and index.
Print version record.
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| 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 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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| Other form: | Print version: Bertein, Jean-Claude. Discrete stochastic processes and optimal filtering. 2nd ed. London, U.K. : ISTE ; Hoboken, N.J. : John Wiley, 2010 9781848211810
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