Nonlinear Filtering and Optimal Phase Tracking

By Zeev Schuss

Book Overview

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

• Format: Paperback
• Language: English
• ISBN: 1489973818
• ISBN13: 9781489973818
• Release Date: January 2014
• Publisher: Springer
• Length: 262 Pages
• Weight: 0.88 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"