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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
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

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