Stochastic processes and filtering theory
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York
Academic Press
1970
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| Schriftenreihe: | Mathematics in science and engineering
64 |
| Schlagworte: | |
| Online-Zugang: | FAW01 FAW02 Volltext |
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| Beschreibung: | This book presents a unified treatment of linear and nonlinear filtering theory for engineers, with sufficient emphasis on applications to enable the reader to use the theory. The need for this book is twofold. First, although linear estimation theory is relatively well known, it is largely scattered in the journal literature and has not been collected in a single source. Second, available literature on the continuous nonlinear theory is quite esoteric and controversial, and thus inaccessible to engineers uninitiated in measure theory and stochastic differential equations Includes bibliographical references and indexes Front Cover; Stochastic Processes and Filtering Theory; Copyright Page; Preface; Acknowledgments; Contents; Chapter 1 Introduction; Chapter 2 Probability Theory and Random Variables; Chapter 3 Stochastic Processes; Chapter 4 Stochastic Differential Equations; Chapter 5 Introduction to Filtering Theory; Chapter 6 Nonlinear Filtering Theory; Chapter 7 Linear Filtering Theory; Chapter 8 Applications of Linear Theory; Chapter 9 Approximate Nonlinear Filters; Author Index; Subject Index |
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| Beschreibung: | 1 Online-Ressource (376 pages) |
| ISBN: | 0080960901 9780080960906 9780123815507 |