Optimal Filtering

This book considers methods of optimal signal processing. The generalised filtering theory presented includes both highly developed, now classical branches like the Wiener-Kolmogorov and Kalman-Bucy theories, as well as relatively new branches such as semidegenerate processes and minimax filtering. The unique two-level approach to filtering problems is applied depending on their complexity. Starting with the conventional notions of filtering theory, in terms of difference-differential models, the research proceeds to notions and constructions of functional analysis convenient for analysing linear filtering problems. Many novel results on filtering theory are also introduced. <br/> <em>Audience:</em> This volume will be of interest to experts in the design of signal processing and theorists in functional analysis, probability theory, and mathematical physics.

Year

1999

Language

English

Series

Mathematics and Its Applications -- 457

Publisher

Springer Netherlands

Editions

1

Pages

392

ISBN

9789401153263

Data source: Wikidata