Nonlinear Filtering and Optimal Phase Tracking

Zeev Schuss

Publisher:

Springer

Publication Date:

2012

Number of Pages:

262

Format:

Hardcover

Series:

Applied Mathematical Sciences 180

Price:

74.95

ISBN:

9781461404866

Category:

Monograph

MAA Review
Table of Contents

We do not plan to review this book.

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

Tags:

Stochastic Processes