Optimal filtering. Vol. 2: Spatio-temporal fields
This is an excellent monograph in optimal filtering, extending the study started in the first volume [(1999; Zbl 0915.93002)] with filtering of stochastic processes, to spatio-temporal fields. The volume is a useful tool for specialists who have an adequate background in functional analysis, the theory of analytic functions, probability, but also for gradient and Ph. D. students interested in signal processing and applied functional analysis. It is also a reference book for experts in signal processing. The book is organized in four chapters and three appendices. The first chapter gives a description of general applicable characteristics of fields occurring in applied problems. Also the notion of spatio-temporal and stochastic fields are introduced. In the second chapter, models of continuous fields and associated problems are presented. In such a way, we can find models for fields in electrodynamics, acoustic fields and parametric vibrations of distributed systems. The third chapter is devoted to the filtering of spatio-temporal fields, like linear filters and antenna arrays, signal optimal detection and estimation of angles of arrival of local signals. The last chapter presents the optimal filtering of discrete homogeneous fields, the synthesis of an optimal physically realizable stationary filter, the optimal prediction of two-dimensional regressive fields and multidimensional factorization. Each chapter presents results, but the proofs are relocated from the main text to special sections given at the end of each chapter. Also each chapter ends with bibliographical comments with necessary references and some remarks on the issues discussed. The appendices offer supplementary sections on the subject. The book containing a very large experience of the author is a useful tool for every one interested in systems theory and optimal filtering.
- Optimal filtering. Vol. 1: Filtering of stochastic processes
- Operator approach to time series filtering problem
- scientific article; zbMATH DE number 273050
- Minimization of a functional over the set of causal operators of causal Hilbert space
- scientific article; zbMATH DE number 42033
- Chaos approach to nonlinear filtering
- Adaptive finite‐dimensional optimal linear filtering of nD smooth Gaussian random fields
- scientific article; zbMATH DE number 1227107
- scientific article; zbMATH DE number 44406
- Partially Observed Space–Time Markov Random Fields and Their Applications
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