Discrete Stochastic Processes and Optimal Filtering, 2/e (Hardcover)

Jean-Claude Bertein, Roger Ceschi

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商品描述

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. 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.

商品描述(中文翻譯)

最佳濾波應用於靜態和非靜態信號,提供了處理由於噪聲信號提取而產生的問題的最有效手段。此外,它在航空航天導航、電信行業的濾波處理等一系列應用中都是一個基本特徵。本書全面介紹了這個領域,討論了隨機和高斯向量,概述了用於靜態信號的Wiener和自適應濾波器的創建所需的結果,並檢查了在非靜態信號方面使用的卡爾曼濾波器。每章還包含了帶有解答的練習,以示範使用MATLAB應用這些理念的實際應用。