Discrete Stochastic Processes and Optimal Filtering
Language: English
Published by ISTE Ltd and John Wiley and Sons Inc, GB, 2007
- Hardcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
£ 193.49
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Add to basketItem description from seller
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.
Seller Inventory # LU-9781905209743
- Title
- Discrete Stochastic Processes and Optimal Filtering
- Author
- Jean-Claude Bertein, Roger Ceschi
- Publisher
- ISTE Ltd and John Wiley and Sons Inc, GB
- Publication year
- 2007
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 1905209746
- ISBN 13
- 9781905209743
- Item weight
- 585 grams
"Synopsis" may belong to another edition of this title.
About the Author
Roger Ceschi is an ENSEA engineer and holds a Master’s and PhD degree from the University of Paris XI. He was formerly Director of the ENSEA and today he is Director General of the ESIEE Amiens. He is also the author of a theorem on analytic signals and is Visiting Professor at the BIPT and BIT Universities in China.
"About the title" may belong to another edition of this title.
Rarewaves.com USA
London, London, United Kingdom
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