1.

Record Nr.

UNINA9910822027603321

Autore

Ramm A. G (Alexander G.)

Titolo

Random fields estimation / / Alexander G. Ramm

Pubbl/distr/stampa

Hackensack, NJ, : World Scientific, c2005

ISBN

1-281-89914-3

9786611899141

981-270-315-2

Edizione

[1st ed.]

Descrizione fisica

1 online resource (388 p.)

Altri autori (Persone)

RammA. G (Alexander G.).

Disciplina

519.2

Soggetti

Random fields

Estimation theory

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

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

Nota di bibliografia

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

Nota di contenuto

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

Sommario/riassunto

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.