Discrete Stochastic Processes and Optimal Filtering
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Discrete Stochastic Processes and Optimal Filtering by Jean-Claude Bertein
Book DescriptionOptimal 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.
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Book DetailsISBN: 9781905209743
(238mm x 164mm x 21mm)
Imprint: ISTE Ltd
Publisher: ISTE Ltd
Publish Date: 7-May-2007
Country of Publication: United Kingdom
Books By Author Jean-Claude Bertein
Discrete Stochastic Processes and Optimal Filtering, Hardback (December 2009)» View all books by Jean-Claude Bertein
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.
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Author Biography - Jean-Claude Bertein
Jean-Claude Bertein has a Master's and PhD degree from the University of Paris VI. He was formerly a research engineer at Alcatel and today is Professor in the Department of Mathematics and Physics at the Graduate School of Electrical and Electronic Engineering (ESIEE) Paris. 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.
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