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