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...
| Основен автор: | Jazwinski, Andrew H. |
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| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
New York :
Academic Press,
1970.
|
| Серия: |
Mathematics in science and engineering ;
64. |
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297093 |
| Подобни документи: |
Print version::
Stochastic Processes and Filtering Theory. |
| Резюме: |
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. |
|---|---|
| Физически характеристики: |
1 online resource (376 pages) : illustrations. |
| Библиография: |
Includes bibliographical references and indexes. |
| ISBN: |
9780080960906 0080960901 |