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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 |
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| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Academic Press,
1970.
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| Colección: | Mathematics in science and engineering ;
64. |
| Temas: | |
| Acceso en línea: | Texto completo Texto completo |
| Sumario: | 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. |
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| Descripción Física: | 1 online resource (376 pages) : illustrations |
| Bibliografía: | Includes bibliographical references and indexes. |
| ISBN: | 9780080960906 0080960901 |