Stochastic Processes and Estimation Theory with Applications - Hardcover

Assefi, Touraj

 
9780471064541: Stochastic Processes and Estimation Theory with Applications

Synopsis

A concise presentation which includes material on the application of time-sampling and spectra to a number of areas. It also includes detailed discussions of both Wierner-Kolmogorov theory and Kalman-Bucy theory. In addition, it applies recursive estimation to image enhancement. Appendices provide information on Dirac delta function, vector spaces and matrices, Fourier and bilateral Laplace transforms and their inversions, a special vector space, and state variables. Step-by-step, logical format.

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