Optimal Filtering
Subtitle: Volume II: Spatio-Temporal Fields
By: by Vladimir Fomin
Series: Mathematics and Its Applications -- 481; Mathematics and Its Applications -- 481.
Publisher: Springer Netherlands; Imprint; Springer
Published: 1999
Place of publication: Dordrecht
Language: eng
Format: [electronic resource] :
Number of pages: 372
ISBN-13: 9789401146913
Description: This book 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. <br/> <em>Audience:</em> This volume will be of interest to experts in the design of signal processing and theorists in functional analysis, probability theory, functional analysis and mathematical physics.