ENGLISH

Discrete Stochastic Processes and Optimal Filtering

Book information

Publisher
ISTE USA
Year
2007
ISBN
9781905209743, 1905209746
LCC
TK5102.9 .B465 2007
Open Library ID
OL12293494M
Language
english
Format
PDF
Filesize
2 MB (1595658 bytes)
Series
Digital Signal & Image Processing Series (ISTE-DSP)
Edition
illustrated edition
Pages
301\301
Library
avaxhome.ws
Time added
2010-05-31 15:29:46

Description

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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