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...
| Autor principal: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Burlington :
Elsevier Science
1970.
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| Colección: | EBSCO Academic eBook Collection Complete.
Mathematics in Science and Engineering. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b42823018*spi |
| 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. Furthermore, it is n. |
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| Notas: | 4. Nonlinear Filter Approximations: Continuous-Discrete Filter. |
| Descripción Física: | 391 p. |
| Formato: | Forma de acceso: World Wide Web. |
| ISBN: | 9780123815507 |
