000 03134nam a22004935i 4500
001 978-1-4614-0487-3
003 DE-He213
005 20140220083239.0
007 cr nn 008mamaa
008 111114s2012 xxu| s |||| 0|eng d
020 _a9781461404873
_9978-1-4614-0487-3
024 7 _a10.1007/978-1-4614-0487-3
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aPBWL
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.2
_223
100 1 _aSchuss, Zeev.
_eauthor.
245 1 0 _aNonlinear Filtering and Optimal Phase Tracking
_h[electronic resource] /
_cby Zeev Schuss.
264 1 _aBoston, MA :
_bSpringer US :
_bImprint: Springer,
_c2012.
300 _aXVIII, 262 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aApplied Mathematical Sciences,
_x0066-5452 ;
_v180
505 0 _aDiffusion 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 _a  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 _aMathematics.
650 0 _aDifferential equations, partial.
650 0 _aDistribution (Probability theory).
650 1 4 _aMathematics.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aTheoretical, Mathematical and Computational Physics.
650 2 4 _aPartial Differential Equations.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9781461404866
830 0 _aApplied Mathematical Sciences,
_x0066-5452 ;
_v180
856 4 0 _uhttp://dx.doi.org/10.1007/978-1-4614-0487-3
912 _aZDB-2-SMA
999 _c100864
_d100864