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Field name	Details
Dewey Class	519.22
Title	Nonlinear Filtering and Optimal Phase Tracking ([Ebook]) / by Zeev Schuss.
Author	Schuss, Zeev
Other name(s)	SpringerLink (Online service)
Publication	Boston, MA : Springer US
Publication	, 2012.
Physical Details	XVIII, 262 pages : 45 illus., 9 illus. in color. : online resource.
Series	Applied mathematical sciences 0066-5452 ; ; 180
ISBN	9781461404873
Summary Note	This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density. Furthermore, it presents analytical methods for constructing asymptotic approximations to their solution and for synthesizing asymptotically optimal filters. It also offers a new approach to the phase tracking problem, based on optimizing the mean time to loss of lock. The book is based on lecture notes from a one-semester special topics course on stochastic processes and their applications that the author taught many times to graduate students of mathematics, applied mathematics, physics, chemistry, computer science, electrical engineering, and other disciplines. The book contains exercises and worked-out examples aimed at illustrating the methods of mathematical modeling and performance analysis of phase trackers.:
Contents note	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.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	http://dx.doi.org/10.1007/978-1-4614-0487-3
Links to Related Works	Subject References: Differential equations, Partial . Distribution (Probability theory) . Mathematics . Partial differential equations . Probability theory and stochastic processes . Stochastic partial differential equations . Theoretical, Mathematical and Computational Physics . Authors: Schuss, Zeev . Corporate Authors: SpringerLink (Online service) . Series: Applied mathematical sciences . Classification: 519.22 . 519.22 (DDC 23) .

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Nonlinear Filtering and Optimal Phase Tracking

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