Nonlinear filtering and optimal phase tracking

DOI10.1007/978-1-4614-0487-3zbMath1251.60003MaRDI QIDQ639248

Zeev Schuss

Publication date: 19 September 2011

Published in: Applied Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-0487-3

zbMATH Keywords

smoothing; nonlinear filtering; Zakai equation; low observation noise; mean time to lose lock; minimum noise energy estimator; phase tracking

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory

93E10: Estimation and detection in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60-02: Research exposition (monographs, survey articles) pertaining to probability theory