000			01402 a2200217 4500
020			_a1905209746
020			_a9781905209743
082	0	4	_a621.3822 _bBED
100	1		_aBertein, Jean-Claude _996668
245	1	0	_aDiscrete stochastic processes and optimal filtering _cJean-Claude Bertein and Roger Ceschi
260			_aLondon: _bWiley-ISTE, _c2007.
300			_axiv, 287p.
500			_aHB
520			_aOptimal 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.
546			_aEng
650		4	_aDigital filters (Mathematics) _96188
650		4	_aSignal processing-Mathematics _995571
650		4	_aStochastic processes. _916549
700			_aCeschi, Roger (jt. auth.) _996669
942			_cBK
999			_c33641 _d33641