Stochastic Processes and Filtering Theory - Brossura

Jazwinski, Andrew H.

 
9780486462745: Stochastic Processes and Filtering Theory
Brossura
ISBN 10: 0486462749 ISBN 13: 9780486462745
Casa editrice: Dover Pubns, 2007

Sinossi

This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.
Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probability theory and stochastic processes, the author introduces and defines the problems of filtering, prediction, and smoothing. He presents the mathematical solutions to nonlinear filtering problems, and he specializes the nonlinear theory to linear problems. The final chapters deal with applications, addressing the development of approximate nonlinear filters, and presenting a critical analysis of their performance.

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

Product Description

This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, it discusses numerous practical applications as well. 1970 edition.

Contenuti

Preface Acknowledgments 1. Introduction 2. Probability Theory and Random Variables 3. Stochastic Processes 4. Stochastic Differential Equations 5. Introduction to Filtering Theory 6. Nonlinear Filtering Theory 7. Linear Filtering Theory 8. Applications of Linear Theory 9. Approximate Nonlinear Filters Author index Subject index

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

Editore
Dover Pubns
Data di pubblicazione
2007
Lingua
Inglese
ISBN 10 
0486462749
ISBN 13 
9780486462745
Rilegatura
Copertina flessibile
Numero di pagine
376
Contatto del produttore
non disponibile
Persona responsabile
Soc. Agr. La Raia Ss
http://www.la-raia.it

Strada Monterotondo, 79
Novi Ligure
15067
Italia

Altre edizioni note dello stesso titolo

9780123815507: Stochastic Processes and Filtering Theory: Volume 64

Edizione in evidenza

ISBN 10:  0123815509 ISBN 13:  9780123815507
Casa editrice: Academic Pr, 1970
Rilegato