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Fundamentals of Stochastic Filtering
The objective of stochastic filtering is to determine the best estimate for the state of a stochastic dynamical system from partial observations. The solution of this problem in the linear case is the well known Kalman-Bucy filter which has found widespread practical application. The purpose of this...
| Cote: | Libro Electrónico |
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| Auteurs principaux: | , |
| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
New York, NY :
Springer New York : Imprint: Springer,
2009.
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| Édition: | 1st ed. 2009. |
| Collection: | Stochastic Modelling and Applied Probability,
60 |
| Sujets: | |
| Accès en ligne: | Texto Completo |