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Stochastic processes and filtering theory /
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Academic Press,
1970.
|
| Colección: | Mathematics in science and engineering ;
64. |
| Temas: | |
| Acceso en línea: | Texto completo Texto completo |
MARC
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| 020 | |z 9780123815507 | ||
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| 050 | 4 | |a QA276.8 |b .J38 1970eb | |
| 072 | 7 | |a MAT |x 029000 |2 bisacsh | |
| 082 | 0 | 4 | |a 519.5/44 |2 22 |
| 245 | 0 | 0 | |a Stochastic processes and filtering theory / |c edited by Anderew H. Jazwinski. |
| 264 | 1 | |a New York : |b Academic Press, |c 1970. | |
| 300 | |a 1 online resource (376 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Mathematics in science and engineering ; |v v. 64 | |
| 520 | |a 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. | ||
| 504 | |a Includes bibliographical references and indexes. | ||
| 505 | 0 | |a 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. | |
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Estimation theory. | |
| 650 | 0 | |a Bayesian statistical decision theory. | |
| 650 | 6 | |a Th�eorie de l'estimation. |0 (CaQQLa)201-0007579 | |
| 650 | 6 | |a Th�eorie de la d�ecision bay�esienne. |0 (CaQQLa)000272233 | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Bayesian statistical decision theory. |2 fast |0 (OCoLC)fst00829019 | |
| 650 | 7 | |a Estimation theory. |2 fast |0 (OCoLC)fst00915531 | |
| 700 | 1 | |a Jazwinski, Andrew H., |e editor. | |
| 776 | 0 | 8 | |i Print version: |a Jazwinski, Andrew. |t Stochastic Processes and Filtering Theory. |d Burlington : Elsevier, 1970 |z 9780123815507 |w (DLC) 71084150 |w (OCoLC)62223 |
| 830 | 0 | |a Mathematics in science and engineering ; |v 64. | |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780123815507 |z Texto completo |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/bookseries/00765392/64 |z Texto completo |