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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...
| Cote: | Libro Electrónico |
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| Format: | Électronique eBook |
| Langue: | Inglés |
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New York, NY :
Springer US : Imprint: Springer,
2012.
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| Édition: | 1st ed. 2012. |
| Collection: | Applied Mathematical Sciences,
180 |
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| Accès en ligne: | Texto Completo |