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An introduction to stochastic filtering theory /
Stochastic filtering theory is a field that has seen a rapid development in recent years and this book, aimed at graduates and researchers in applied mathematics, provides an accessible introduction covering recent developments. - ;Stochastic Filtering Theory uses probability tools to estimate unobs...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Oxford, UK :
Oxford University Press,
2008.
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| Colección: | Oxford graduate texts in mathematics ;
18. Oxford mathematics. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | Stochastic filtering theory is a field that has seen a rapid development in recent years and this book, aimed at graduates and researchers in applied mathematics, provides an accessible introduction covering recent developments. - ;Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance. As a topic, Stochastic Filtering Theory has progressed rapidly in recent years. For example, the (branching) particle system representation of the optimal filter has bee. |
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| Descripción Física: | 1 online resource (xiii, 270 pages) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 0191551392 9780199219704 0199219702 9780191551390 |