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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Schuss, Zeev (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: New York, NY : Springer US : Imprint: Springer, 2012.
Edition:1st ed. 2012.
Series:Applied Mathematical Sciences, 180
Subjects:
Online Access:Texto Completo