Stochastic Processes and Filtering Theory.

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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 scattere...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Jazwinski, Andrew H.
Formato: eBook
Idioma:Inglés
Publicado: Burlington : Elsevier Science, 1970.
Colección:Mathematics in science and engineering.
Temas:
Bayesian statistical decision theory.
Estimation theory.
Stochastic processes.
Mathematics.
Stochastic Processes
Mathematics
Bayesian statistical decision.
Filtering.
Mathematical Statistics.
Physical Sciences & Mathematics.
Théorie de la décision bayésienne.
Théorie de l'estimation.
Processus stochastiques.
Mathématiques.
mathematics.
applied mathematics.
Bayesian statistical decision theory
Estimation theory
Stochastic processes
Acceso en línea:Texto completo
Descripción
Sumario: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. Furthermore, it is n.
Notas:4. Nonlinear Filter Approximations: Continuous-Discrete Filter.
Descripción Física:1 online resource (391 pages).
ISBN:0123815509
9780123815507

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