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"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. Furthermore, it presents analytical methods for constructing asymptotic approximations to their solution and for synthesizing asymptotically optimal filters. It also offers a new approach to the phase tracking problem, based on optimizing the mean time to loss of lock. The book contains exercises and worked-out examples aimed at illustrating the methods of mathematical modeling and performance analysis of phase trackers. "

"When we use a camera, we want the recorded image to be a faithful representation of the scene that we see, but every image is more or less blurry. In image deblurring, the goal is to recover the original, sharp image by using a mathematical model of the blurring process. The key issue is that some information on the lost details is indeed present in the blurred image, but this hidden information can be recovered only if we know the details of the blurring process. Deblurring Images: Matrices, Spectra, and Filtering describes the deblurring algorithms and techniques collectively known as spectral filtering methods, in which the singular value decompositionr a similar decomposition with spectral properties as used to introduce the necessary regularization or filtering in the reconstructed image. The concise MATLAB implementations described in the book provide a template of techniques that can be used to restore blurred images from many applications."