Random fields estimation / Alexander G. Ramm.

Format:

Book

Author/Creator:

Ramm, A. G. (Alexander G.)

Contributor:

Ramm, A. G. (Alexander G.).

Language:

English

Subjects (All):

Random fields.

Estimation theory.

Physical Description:

1 online resource (388 p.)

Edition:

1st ed.

Place of Publication:

Hackensack, NJ : World Scientific, c2005.

Language Note:

English

Summary:

This book contains a novel theory of random fields estimation of Wiener type, developed originally by the author and presented here. No assumption about the Gaussian or Markovian nature of the fields are made. The theory, constructed entirely within the framework of covariance theory, is based on a detailed analytical study of a new class of multidimensional integral equations basic in estimation theory. This book is suitable for graduate courses in random fields estimation. It can also be used in courses in functional analysis, numerical analysis, integral equations, and scattering theory.

Contents:

Preface; Contents; 1. Introduction; 2. Formulation of Basic Results; 3. Numerical Solution of the Basic Integral Equation in Distributions; 4. Proofs; 5. Singular Perturbation Theory for a Class of Fredholm Integral Equations Arising in Random Fields Estimation Theory; 6. Estimation and Scattering Theory; 7. Applications; 8. Auxiliary Results; Appendix A Analytical Solution of the Basic Integral Equation for a Class of One-Dimensional Problems; Appendix B Integral Operators Basic in Random Fields Estimation Theory; Bibliographical Notes; Bibliography; Symbols; Index

Notes:

Based partly on the author's earlier book: Random fields estimation theory. Harlow, Essex, England : Longman Scientific & Technical ; New York : Wiley, 1990.

Includes bibliographical references (p. 363-369) and index.

Related Work:

Ramm, A. G. (Alexander G.). Random fields estimation theory.

ISBN:

9786611899141

9781281899149

1281899143

9789812703156

9812703152

OCLC:

476064350