Nonlinear Filtering And Optimal Phase Tracking

This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density.

This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory.

The 170 revised full papers presented were carefully reviewed and selected from 557 submissions. The papers are organized in topical sections on learning and information processing, data mining, retrieval and management, bioinformatics and bio-inspired models, agents and hybrid systems, financial engineering, as well as a special session on nature-inspired date technologies.

These Proceedings should form an advanced textbook in the field of underwater Acoustics and Signal Processing. Audience - the students, are scientists who already have specialized in the field or who possess an advanced general background.