Electromagnetic Scattering from Random Media
Series: International Series of Monographs on Physics; 144;
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Product details:
- Publisher OUP Oxford
- Date of Publication 18 December 2008
- ISBN 9780198570776
- Binding Hardback
- No. of pages200 pages
- Size 242x161x14 mm
- Weight 462 g
- Language English
- Illustrations 31 figures 0
Categories
Short description:
The book develops the dynamical theory of scattering from random media from first principles. Its key findings are to characterize the time evolution of the scattered field in terms of stochastic differential equations, and to illustrate this framework in simulation and experimental data analysis. The physical models contain all correlation information and higher order statistics, which enables radar and laser scattering experiments to be interpreted. An emphasis is
placed on the statistical character of the instantaneous fluctuations, as opposed to ensemble average properties. This leads to various means for detection, which have important consequences in radar signal processing and statistical optics. The book is also significant also because it illustrates
how ideas in mathematical finance can be applied to physics problems in which non-Gaussian noise processes play an essential role.
This pioneering book represents a significant advance in this field, and should prove valuable to leading edge researchers and practitioners at the postgraduate level and above.
Long description:
The book develops the dynamical theory of scattering from random media from first principles. Its key findings are to characterize the time evolution of the scattered field in terms of stochastic differential equations, and to illustrate this framework in simulation and experimental data analysis. The physical models contain all correlation information and higher order statistics, which enables radar and laser scattering experiments to be interpreted. An emphasis is placed on the statistical character of the instantaneous fluctuations, as opposed to ensemble average properties. This leads to various means for detection, which have important consequences in radar signal processing and statistical optics. The book is also significant also because it illustrates how ideas in mathematical finance can be applied to physics problems in which non-Gaussian noise processes play an essential role.
This pioneering book represents a significant advance in this field, and should prove valuable to leading edge researchers and practitioners at the postgraduate level and above.
... a resource that will help readers focus on the key methods and results [...], a very valuable and timely publication.
Table of Contents:
PART I: STOCHASTIC CALCULUS
Heat equation and Brownian motion
Ito calculus
Stochastic differential geometry
Examples of stochastic differential equations
PART II: SCATTERING DYNAMICS
Diffusion models in electromagnetic scattering
Rayleigh scattering
Population dynamics
Dynamics of K-scattering
Models of weak scattering
Scattering from general populations
PART III: SIMULATION AND EXPERIMENT
Simulation of K-scattering
Experimental tests
Non-linear dynamics of sea clutter
Observability of scattering cross-section
APPENDICES
Stability and infinite divisibility
Ito versus Stratonovich stochastic integrals
Filtrations, conditional probability and Markov property
Girsanov's theorem
Partition function solution to BDI model
Summary of K-scattering
Iterative solution for vector processes
Open problems
Suggested further reading
References
Index
