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Fundamentals of Stochastic Filtering (Hardcover, 2009 ed.) Loot Price: R3,964
Discovery Miles 39 640
Fundamentals of Stochastic Filtering (Hardcover, 2009 ed.): Alan Bain, Dan Crisan

Fundamentals of Stochastic Filtering (Hardcover, 2009 ed.)

Alan Bain, Dan Crisan

Series: Stochastic Modelling and Applied Probability, 60

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Loot Price R3,964 Discovery Miles 39 640 | Repayment Terms: R371 pm x 12*

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This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient background to enable study of the recent literature. While no prior knowledge of stochastic filtering is required, readers are assumed to be familiar with measure theory, probability theory and the basics of stochastic processes. Most of the technical results that are required are stated and proved in the appendices. Exercises and solutions are included.

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Stochastic Modelling and Applied Probability, 60
Release date: October 2008
First published: November 2008
Authors: Alan Bain • Dan Crisan
Dimensions: 235 x 155 x 24mm (L x W x T)
Format: Hardcover
Pages: 390
Edition: 2009 ed.
ISBN-13: 978-0-387-76895-3
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
LSN: 0-387-76895-5
Barcode: 9780387768953

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