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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...
| Call Number: | Libro Electrónico |
|---|---|
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
New York :
Academic Press,
1970.
|
| Series: | Mathematics in science and engineering ;
64. |
| Subjects: | |
| Online Access: | Texto completo Texto completo |
Table of Contents:
- Front Cover; Stochastic Processes and Filtering Theory; Copyright Page; Preface; Acknowledgments; Contents; Chapter 1 Introduction; Chapter 2 Probability Theory and Random Variables; Chapter 3 Stochastic Processes; Chapter 4 Stochastic Differential Equations; Chapter 5 Introduction to Filtering Theory; Chapter 6 Nonlinear Filtering Theory; Chapter 7 Linear Filtering Theory; Chapter 8 Applications of Linear Theory; Chapter 9 Approximate Nonlinear Filters; Author Index; Subject Index.