Optimal Filtering
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Optimal Filtering
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Author : Brian D. O. Anderson
language : en
Publisher: Courier Corporation
Release Date : 2012-05-23
Optimal Filtering written by Brian D. O. Anderson and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-23 with Science categories.
Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; discrete-time Kalman filter; time-invariant filters; more. 1979 edition.
Optimal Filtering
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Author : V.N. Fomin
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Optimal Filtering written by V.N. Fomin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This book is devoted to an investigation of some important problems of mod ern filtering theory concerned with systems of 'any nature being able to per ceive, store and process an information and apply it for control and regulation'. (The above quotation is taken from the preface to [27]). Despite the fact that filtering theory is l'argely worked out (and its major issues such as the Wiener-Kolmogorov theory of optimal filtering of stationary processes and Kalman-Bucy recursive filtering theory have become classical) a development of the theory is far from complete. A great deal of recent activity in this area is observed, researchers are trying consistently to generalize famous results, extend them to more broad classes of processes, realize and justify more simple procedures for processing measurement data in order to obtain more efficient filtering algorithms. As to nonlinear filter ing, it remains much as fragmentary. Here much progress has been made by R. L. Stratonovich and his successors in the area of filtering of Markov processes. In this volume an effort is made to advance in certain of these issues. The monograph has evolved over many years, coming of age by stages. First it was an impressive job of gathering together the bulk of the impor tant contributions to estimation theory, an understanding and moderniza tion of some of its results and methods, with the intention of applying them to recursive filtering problems.
New Trends In Optimal Filtering And Control For Polynomial And Time Delay Systems
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Author : Michael Basin
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-09-23
New Trends In Optimal Filtering And Control For Polynomial And Time Delay Systems written by Michael Basin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-09-23 with Technology & Engineering categories.
0. 1 Introduction Although the general optimal solution of the ?ltering problem for nonlinear state and observation equations confused with white Gaussian noises is given by the Kushner equation for the conditional density of an unobserved state with respect to obser- tions (see [48] or [41], Theorem 6. 5, formula (6. 79) or [70], Subsection 5. 10. 5, formula (5. 10. 23)), there are a very few known examples of nonlinear systems where the Ku- ner equation can be reduced to a ?nite-dimensional closed system of ?ltering eq- tions for a certain number of lower conditional moments. The most famous result, the Kalman-Bucy ?lter [42], is related to the case of linear state and observation equations, where only two moments, the estimate itself and its variance, form a closed system of ?ltering equations. However, the optimal nonlinear ?nite-dimensional ?lter can be - tained in some other cases, if, for example, the state vector can take only a ?nite number of admissible states [91] or if the observation equation is linear and the drift term in the 2 2 state equation satis?es the Riccati equation df /dx + f = x (see [15]). The complete classi?cation of the “general situation” cases (this means that there are no special - sumptions on the structure of state and observation equations and the initial conditions), where the optimal nonlinear ?nite-dimensional ?lter exists, is given in [95].
Optimal Filtering
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Author : Heinz Parkus
language : en
Publisher:
Release Date : 2014-09-01
Optimal Filtering written by Heinz Parkus and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-01 with categories.
Optimal Filtering
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Author : Heinz Parkus
language : en
Publisher: Springer
Release Date : 2014-05-04
Optimal Filtering written by Heinz Parkus and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-04 with Technology & Engineering categories.
Optimal Filtering
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Author : Vladimir Nikolaevič Fomin
language : en
Publisher:
Release Date : 1998-11-30
Optimal Filtering written by Vladimir Nikolaevič Fomin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-11-30 with Filters (Mathematics) categories.
Optimal Time Domain Noise Reduction Filters
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Author : Jacob Benesty
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-04-15
Optimal Time Domain Noise Reduction Filters written by Jacob Benesty and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-04-15 with Technology & Engineering categories.
Additive noise is ubiquitous in acoustics environments and can affect the intelligibility and quality of speech signals. Therefore, a so-called noise reduction algorithm is required to mitigate the effect of the noise that is picked up by the microphones. This work proposes a general framework in the time domain for the single and multiple microphone cases, from which it is very convenient to derive, study, and analyze all kind of optimal noise reduction filters. Not only that all known algorithms can be deduced from this approach, shedding more light on how they function, but new ones can be discovered as well.
Optimal Filtering
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Author : Vladimir Nikolaevič Fomin
language : en
Publisher: Mathematics & Its Applications
Release Date : 1998
Optimal Filtering written by Vladimir Nikolaevič Fomin and has been published by Mathematics & Its Applications this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Mathematics categories.
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.Audience: This volume will be of interest to experts in the design of signal processing and theorists in functional analysis, probability theory, and mathematical physics.
Optimal Filtering And Linear Prediction Applied To A Midcourse Navigation System For The Circumlunar Mission
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Author : John D. McLean
language : en
Publisher:
Release Date : 1962
Optimal Filtering And Linear Prediction Applied To A Midcourse Navigation System For The Circumlunar Mission written by John D. McLean and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1962 with Aerodynamics categories.
Optimal Filtering
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Author : V.N. Fomin
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Optimal Filtering written by V.N. Fomin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
In this volume the investigations of filtering problems, a start on which has been made in [55], are being continued and are devoted to theoretical problems of processing stochastic fields. The derivation of the theory of processing stochastic fields is similar to that of the theory extensively developed for stochastic processes ('stochastic fields with a one-dimensional domain'). Nevertheless there exist essential distinctions between these cases making a construction of the theory for the multi-dimensional case in such a way difficult. Among these are the absence of the notion of the 'past-future' in the case of fields, which plays a fundamental role in constructing stochastic processes theory. So attempts to introduce naturally the notion of the causality (non-anticipativity) when synthesising stable filters designed for processing fields have not met with success. Mathematically, principal distinctions between multi-dimensional and one-dimensional cases imply that the set of roots of a multi-variable polyno mial does not necessary consist of a finite number of isolated points. From the main theorem of algebra it follows that in the one-dimensional case every poly nomial of degree n has just n roots (considering their multiplicity) in the com plex plane. As a consequence, in particular, an arbitrary rational function ¢(.