Discrete Stochastic Processes and Optimal Filtering

Preface

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

This constitutes the necessary stage in the most diverse domains: the calculation of the orbits or guidance of aircraft in the aerospace or aeronautic domain, the calculation of filters in the telecommunications domain, or in the domain of command systems, or again in that of the processing of seismic signal – the list is non-exhaustive.

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

In their book, the authors have taken pains to stress 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 have to turn to other works to acquire a sound knowledge of the subjects studied.

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