Discrete Stochastic Processes and Optimal Filtering

Discrete Stochastic Processes and Optimal Filtering

Author: Jean-Claude Bertein

Publisher: John Wiley & Sons

Published: 2012-12-27

Total Pages: 196

ISBN-13: 1118600533

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Optimal 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.


Stochastic Processes and Filtering Theory

Stochastic Processes and Filtering Theory

Author: Andrew H. Jazwinski

Publisher: Courier Corporation

Published: 2013-04-15

Total Pages: 404

ISBN-13: 0486318192

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This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well. Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probability theory and stochastic processes, the author introduces and defines the problems of filtering, prediction, and smoothing. He presents the mathematical solutions to nonlinear filtering problems, and he specializes the nonlinear theory to linear problems. The final chapters deal with applications, addressing the development of approximate nonlinear filters, and presenting a critical analysis of their performance.


Discrete-time Stochastic Systems

Discrete-time Stochastic Systems

Author: Torsten Söderström

Publisher: Springer Science & Business Media

Published: 2002-07-26

Total Pages: 410

ISBN-13: 9781852336493

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This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.


Signals and Control Systems

Signals and Control Systems

Author: Smain Femmam

Publisher: John Wiley & Sons

Published: 2017-02-13

Total Pages: 356

ISBN-13: 178630127X

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The aim of this book is the study of signals and deterministic systems, linear, time-invariant, finite dimensions and causal. A set of useful tools is selected for the automatic and signal processing and methods of representation of dynamic linear systems are exposed, and analysis of their behavior. Finally we discuss the estimation, identification and synthesis of control laws for the purpose of stabilization and regulation.


Topographical Tools for Filtering and Segmentation 2

Topographical Tools for Filtering and Segmentation 2

Author: Fernand Meyer

Publisher: John Wiley & Sons

Published: 2019-01-23

Total Pages: 290

ISBN-13: 111957515X

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Mathematical morphology has developed a powerful methodology for segmenting images, based on connected filters and watersheds. We have chosen the abstract framework of node- or edge-weighted graphs for an extensive mathematical and algorithmic description of these tools. Volume 2 proposes two physical models for describing valid flooding on a node- or edge-weighted graph, and establishes how to pass from one to another. Many new flooding algorithms are derived, allowing parallel and local flooding of graphs. Watersheds and flooding are then combined for solving real problems. Their ability to model a real hydrographic basin represented by its digital elevation model constitutes a good validity check of the underlying physical models. The last part of Volume 2 explains why so many different watershed partitions exist for the same graph. Marker-based segmentation is the method of choice for curbing this proliferation. This book proposes new algorithms combining the advantages of the previous methods which treated node- and edge-weighted graphs differently.


Optimal Filtering

Optimal Filtering

Author: Brian D. O. Anderson

Publisher: Courier Corporation

Published: 2012-05-23

Total Pages: 370

ISBN-13: 0486136892

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Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; discrete-time Kalman filter; time-invariant filters; more. 1979 edition.


Fundamentals of Signals and Control Systems

Fundamentals of Signals and Control Systems

Author: Smain Femmam

Publisher: John Wiley & Sons

Published: 2017-01-06

Total Pages: 295

ISBN-13: 1119335698

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The aim of this book is the study of signals and deterministic systems, linear, time-invariant, finite dimensions and causal. A set of useful tools is selected for the automatic and signal processing and methods of representation of dynamic linear systems are exposed, and analysis of their behavior. Finally we discuss the estimation, identification and synthesis of control laws for the purpose of stabilization and regulation. The study of signal characteristics and properties systems and knowledge of mathematical tools and treatment methods and analysis, are lately more and more importance and continue to evolve. The reason is that the current state of technology, particularly electronics and computing, enables the production of very advanced processing systems, effective and less expensive despite the complexity.


Computational Color Science

Computational Color Science

Author: Edoardo Provenzi

Publisher: John Wiley & Sons

Published: 2017-05-08

Total Pages: 149

ISBN-13: 1786301598

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Color is a sensation generated both by the interaction of the visual sensors in the eyes with the natural environment and by the elaboration of visual information by higher brain functions. This book presents the mathematical framework needed to deal with several models of color processing of digital images. The book starts with a short yet exhaustive introduction to the basic phenomenological features of color vision, which are constantly used throughout the book. The discussion of computational issues starts with color constancy, which is dealt with in a rigorous and self-contained mathematical setting. Then, the original Retinex model and its numerous variants are introduced and analyzed with direct discrete equations. The remainder of the book is dedicated to the variational analysis of Retinex-like models, contextualizing their action with respect to contrast enhancement.


Fundamentals of Stochastic Filtering

Fundamentals of Stochastic Filtering

Author: Alan Bain

Publisher: Springer Science & Business Media

Published: 2008-10-08

Total Pages: 395

ISBN-13: 0387768963

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This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient background to enable study of the recent literature. While no prior knowledge of stochastic filtering is required, readers are assumed to be familiar with measure theory, probability theory and the basics of stochastic processes. Most of the technical results that are required are stated and proved in the appendices. Exercises and solutions are included.


Topographical Tools for Filtering and Segmentation 1

Topographical Tools for Filtering and Segmentation 1

Author: Fernand Meyer

Publisher: John Wiley & Sons

Published: 2019-05-21

Total Pages: 324

ISBN-13: 1786301571

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Mathematical morphology has developed a powerful methodology for segmenting images, based on connected filters and watersheds. We have chosen the abstract framework of node- or edge-weighted graphs for an extensive mathematical and algorithmic description of these tools. Volume 1 is devoted to watersheds. The topography of a graph appears by observing the evolution of a drop of water moving from node to node on a weighted graph, along flowing paths, until it reaches regional minima. The upstream nodes of a regional minimum constitute its catchment zone. The catchment zones may be constructed independently of each other and locally, in contrast with the traditional approach where the catchment basins have to be constructed all at the same time. Catchment zones may overlap, and thus, a new segmentation paradigm is proposed in which catchment zones cover each other according to a priority order. The resulting partition may then be corrected, by local and parallel treatments, in order to achieve the desired precision.