Optimal filtering: filtering of stochastic processes: volume i: filtering of stochastic processes

Auteur :
Fomin, Vladimir M.
Éditeur :
Fomin, Vladimir M.
ISBN :
9780792352860
Date de publication :
1 nov. 1998
Dimensions :
24,4 x 17,0 x 2,2 cm
Poids :
730 g
Format :
Laminated cover
Langue :
Anglais
Pays d'origine :
USA
Considers methods of optimal signal processing. This book features the generalized filtering theory that includes branches like the Wiener-Kolmogorov and Kalman-Bucy theories, as well as semidegenerate processes and minimax filtering.