Nonlinear Filtering and Optimal Phase Tracking (Record no. 100864)

000 -LEADER
fixed length control field 03134nam a22004935i 4500
001 - CONTROL NUMBER
control field 978-1-4614-0487-3
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140220083239.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 111114s2012 xxu| s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781461404873
-- 978-1-4614-0487-3
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-1-4614-0487-3
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA273.A1-274.9
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA274-274.9
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBT
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBWL
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code MAT029000
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Schuss, Zeev.
Relator term author.
245 10 - TITLE STATEMENT
Title Nonlinear Filtering and Optimal Phase Tracking
Medium [electronic resource] /
Statement of responsibility, etc by Zeev Schuss.
264 #1 -
-- Boston, MA :
-- Springer US :
-- Imprint: Springer,
-- 2012.
300 ## - PHYSICAL DESCRIPTION
Extent XVIII, 262 p.
Other physical details online resource.
336 ## -
-- text
-- txt
-- rdacontent
337 ## -
-- computer
-- c
-- rdamedia
338 ## -
-- online resource
-- cr
-- rdacarrier
347 ## -
-- text file
-- PDF
-- rda
490 1# - SERIES STATEMENT
Series statement Applied Mathematical Sciences,
International Standard Serial Number 0066-5452 ;
Volume number/sequential designation 180
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 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.
520 ## - SUMMARY, ETC.
Summary, etc   This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density. Furthermore, it presents analytical methods for constructing asymptotic approximations to their solution and for synthesizing asymptotically optimal filters. It also offers a new approach to the phase tracking problem, based on optimizing the mean time to loss of lock. The book is based on lecture notes from a one-semester special topics course on stochastic processes and their applications that the author taught many times to graduate students of mathematics, applied mathematics, physics, chemistry, computer science, electrical engineering, and other disciplines. The book contains exercises and worked-out examples aimed at illustrating the methods of mathematical modeling and performance analysis of phase trackers.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Differential equations, partial.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Distribution (Probability theory).
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Probability Theory and Stochastic Processes.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Theoretical, Mathematical and Computational Physics.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Partial Differential Equations.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9781461404866
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Applied Mathematical Sciences,
-- 0066-5452 ;
Volume number/sequential designation 180
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-1-4614-0487-3
912 ## -
-- ZDB-2-SMA

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