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Title:
Nonlinear Filtering and Optimal Phase Tracking by Zeev Schuss.
Applied Mathematical Sciences,
Applied mathematical sciences,
Main Entry:
Schuss, Zeev. author.
SpringerLink (Online service)
Publisher:
Springer US : Imprint: Springer,
Publication Date:
2012.
Publication Place:
Boston, MA :
ISBN:
9781461404873
Subject:
Mathematics.
Differential equations, Partial.
Distribution (Probability theory).
Mathematics.
Probability Theory and Stochastic Processes.
Theoretical, Mathematical and Computational Physics.
Partial differential equations.
Series:
Applied Mathematical Sciences, 180
Applied mathematical sciences, 180
Contents:
Diffusion and Stochastic Differential Equations -- Euler's Simulation Scheme and Wiener's Measure -- Nonlinear Filtering and Smoothing of Diffusions -- Small Noise Analysis of Zakai's Equation -- Loss of Lock in Phase Trackers -- Loss of Lock in RADAR and Synchronization -- Phase Tracking with Optimal Lock Time -- Bibliography -- Index.
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Printed edition: 9781461404866
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