Random fields estimation

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.Sample Chapter(s)Chapter 1: Introduction (220 KB)Contents:Formulation of Basic ResultsNumerical Solution of the Basic Integral Equation in DistributionsProofsSingular Perturbation Theory for a Class of Fredholm Integral Equations Arising in Random Fields Estimation TheoryEstimation and Scattering TheoryApplicationsAuxiliary ResultsAppendices:Analytical Solution of the Basic Integral Equation for a Class of One-Dimensional ProblemsIntegral Operators Basic in Random Fields Estimation TheoryReadership: Graduate students and mathematicians in random fields estimation, image processing, integral equations, operator theory and numerical analysis; engineers in electrical engineering, optical systems design and geophysics.