Discrete Stochastic Processes and Optimal Filtering - Couverture rigide

Bertein, Jean-Claude; Ceschi, Roger

Couverture rigide

ISBN 10 : 1905209746 ISBN 13 : 9781905209743

Editeur : ISTE Ltd and John Wiley & Sons Inc, 2007

A propos du livre

Présentation de l'éditeur

Optimal filtering applied to stationary and non–stationary signals provides the most efficient means of dealing with problems arising from the extraction of noise signals. Moreover, it is a fundamental feature in a range of applications, such as in navigation in aerospace and aeronautics, filter processing in the telecommunications industry, etc. This book provides a comprehensive overview of this area, discussing random and Gaussian vectors, outlining the results necessary for the creation of Wiener and adaptive filters used for stationary signals, as well as examining Kalman filters which are used in relation to non–stationary signals. Exercises with solutions feature in each chapter to demonstrate the practical application of these ideas using Matlab.

Biographie de l'auteur

Jean–Claude Bertein has a Master s and PhD degree fromthe University of Paris VI. He was formerly a research engineer atAlcatel and today is Professor in the Department of Mathematics andPhysics at the Graduate School of Electrical and ElectronicEngineering (ESIEE) Paris.

Roger Ceschi is an ENSEA engineer and holds aMaster s and PhD degree from the University of Paris XI. Hewas formerly Director of the ENSEA and today he is Director Generalof the ESIEE Amiens. He is also the author of a theorem on analyticsignals and is Visiting Professor at the BIPT and BIT Universitiesin China.

Détails de l'édition

• Éditeur: ISTE Ltd and John Wiley & Sons Inc
• Date d'édition: 2007
• ISBN 10: 1905209746
• ISBN 13: 9781905209743
• Reliure: Relié
• Langue: anglais
• Numéro d'édition: 1
• Nombre de pages: 287