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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 Wiene...

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Detalles Bibliográficos
Clasificación:	Libro Electrónico
Autor principal:	Schuss, Zeev (Autor)
Autor Corporativo:	SpringerLink (Online service)
Formato:	Electrónico eBook
Idioma:	Inglés
Publicado:	New York, NY : Springer US : Imprint: Springer, 2012.
Edición:	1st ed. 2012.
Colección:	Applied Mathematical Sciences, 180
Temas:	Probabilities. Mathematical physics. Differential equations. Probability Theory. Theoretical, Mathematical and Computational Physics. Differential Equations.
Acceso en línea:	Texto Completo

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