Discrete Stochastic Processes and Optimal Filtering, 2nd Edition

Preface

Discrete optimal filtering applied to stationary and non-stationary signals allows us to process, according to chosen criteria, all of the problems that we might encounter in situations of noisy signal extraction, in the most efficient manner possible.

It makes up a necessary stage in the most diverse domains: calculation of the orbits or guidance of aircraft in the aerospace or aeronautic domain, calculation of filters in the telecommunications or command systems domain, or even in the processing of seismic signals domain — the list is endless.

Furthermore, the study and the results obtained from discrete signals lend themselves easily to a calculator.

In their work, the authors have taken pains to stress the educational aspects, preferring this to displays of erudition; all of the preliminary mathematics and probability theories necessary for a sound understanding of optimal filtering have been treated in the most rigorous fashion. It should not be necessary to turn to other works to acquire a sound knowledge of the subjects studied.

Thanks to this work, the reader will not only be able to understand discrete optimal filtering but will also be able to easily delve deeper into the different aspects of this wide field of study.