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<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
出版者 Dordrecht ; Boston : Kluwer Academic Publishers
出版年 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

所蔵情報

: hd 理系図3F 数理独自 023211999002191 FOMI/10/1-1 c1999

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

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