Optimal Filtering

V.N. Fomin

• 31 mei 1999
• 9780792357346

Samenvatting:

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').



This work considers methods for the optimal processing of random fields. In particular, it studies spatio-temporal filtering problems such as the problem of optimal signal detection (Bayes' approach) and estimating angles of arrival of local signals. The exposition of the problem of optimal filtering is presented with the help of insights from probability theory, functional analysis and mathematical physics. An algorithmic form of the net results facilitates computer-aided applications. The book should be of interest to experts in the design of signal processing and theorists in functional analysis, probability theory, and mathematical physics.