Stochastic Processes and Estimation Theory With Applications

By Touraj Assefi

A concise presentation which includes material on the application of time-sampling and spectra to a number of areas. It also includes detailed discussions of both Wierner-Kolmogorov theory and Kalman-Bucy theory. In addition, it applies recursive estimation to image enhancement. Appendices provide information on Dirac delta function, vector spaces and matrices, Fourier and bilateral Laplace transforms and their inversions, a special vector space, and state variables. Step-by-step, logical format.

• Format: Hardcover
• Language: English
• ISBN: 0471064548
• ISBN13: 9780471064541
• Release Date: January 1980
• Publisher: John Wiley & Sons
• Length: 291 Pages
• Weight: 1.25 lbs.