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Nonlinear Filtering and Optimal Phase Tracking

Publisher: 
Springer
Number of Pages: 
262
Price: 
74.95
ISBN: 
9781461404866
Date Received: 
Thursday, January 19, 2012
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Zeev Schuss
Series: 
Applied Mathematical Sciences 180
Publication Date: 
2012
Format: 
Hardcover
Category: 
Monograph

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

Publish Book: 
Modify Date: 
Thursday, January 19, 2012

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