Mendeley出力
＜図書＞
Filtering of stochastic processes
| 責任表示 | by Vladimir Fomin |
|---|---|
| シリーズ | Mathematics and its applications ; v. 457 . Optimal filtering / by Vladimir Fomin ; vol.1 |
| データ種別 | 図書 |
| 出版情報 | Dordrecht ; Boston : Kluwer Academic Publishers , c1999 |
| 本文言語 | 英語 |
| 大きさ | xiii, 375 p. ; 25 cm |
| 概要 | This book considers methods of optimal signal processing. The generalised filtering theory presented includes both highly developed, now classical branches like the Wiener-Kolmogorov and Kalman-Bucy ...heories, as well as relatively new branches such as semidegenerate processes and minimax filtering. The unique two-level approach to filtering problems is applied depending on their complexity. Starting with the conventional notions of filtering theory, in terms of difference-differential models, the research proceeds to notions and constructions of functional analysis convenient for analysing linear filtering problems. Many novel results on filtering theory are also introduced. Audience: This volume will be of interest to experts in the design of signal processing and theorists in functional analysis, probability theory, and mathematical physics. This book considers methods of optimal signal processing. The generalised filtering theory presented includes both highly developed, now classical branches like the Wiener-Kolmogorov and Kalman-Bucy theories, as well as relatively new branches such as semidegenerate processes and minimax filtering. The unique two-level approach to filtering problems is applied depending on their complexity. Starting with the conventional notions of filtering theory, in terms of difference-differential models, the research proceeds to notions and constructions of functional analysis convenient for analysing linear filtering problems. Many novel results on filtering theory are also introduced. Audience: This volume will be of interest to experts in the design of signal processing and theorists in functional analysis, probability theory, and mathematical physics. 続きを見る |
| 目次 | v. 1. Filtering of stochastic processes v. 2. Spatio-temporal fields |
| 電子版へのリンク | https://hdl.handle.net/2324/6874376 |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
|---|---|---|---|---|---|---|---|---|---|---|
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: hd | 理系図3F 数理独自 | FOMI/10/1-1 | c1999 |
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023211999002191 |
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書誌詳細
| 一般注記 | Translation of a manuscript in Russian |
|---|---|
| 著者標目 | *Fomin, V. N. (Vladimir Nikolaevich), 1937- |
| 件 名 | LCSH:Filters (Mathematics) LCSH:Mathematical optimization |
| 分 類 | LCC:QA402.3 DC21:519.5/44 |
| 書誌ID | 1001404015 |
| ISBN | 0792352874 |
| NCID | BA39076795 |
| 巻冊次 | : set ; ISBN:0792352874 : hd ; ISBN:0792352866 |
| 登録日 | 2009.11.02 |
| 更新日 | 2009.11.02 |