Articoli correlati a Stochastic Processes and Filtering Theory

Stochastic Processes and Filtering Theory - Brossura

 
9780124157439: Stochastic Processes and Filtering Theory

Sinossi

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. Furthermore, it is not clear from the available literature whether the nonlinear theory can be applied to practical engineering problems. In attempting to fill the stated needs, the author has retained as much mathematical rigor as he felt was consistent with the prime objective-to explain the theory to engineers. Thus, the author has avoided measure theory in this book by using mean square convergence, on the premise that everyone knows how to average. As a result, the author only requires of the reader background in advanced calculus, theory of ordinary differential equations, and matrix analysis.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

EUR 11,61 per la spedizione da Regno Unito a Italia

Destinazione, tempi e costi

Altre edizioni note dello stesso titolo

9780486462745: Stochastic Processes and Filtering Theory

Edizione in evidenza

ISBN 10:  0486462749 ISBN 13:  9780486462745
Casa editrice: Dover Pubns, 2007
Brossura

Risultati della ricerca per Stochastic Processes and Filtering Theory

Foto dell'editore

Andrew H. Jazwinski
Editore: Academic Press, 2012
ISBN 10: 0124157432 ISBN 13: 9780124157439
Nuovo Paperback

Da: Revaluation Books, Exeter, Regno Unito

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Paperback. Condizione: Brand New. 390 pages. 9.00x6.00x0.88 inches. In Stock. Codice articolo zk0124157432

Contatta il venditore

Compra nuovo

EUR 140,03
Convertire valuta
Spese di spedizione: EUR 11,61
Da: Regno Unito a: Italia
Destinazione, tempi e costi

Quantità: 1 disponibili

Aggiungi al carrello