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Fundamentals of Stochastic Filtering (Hardcover, 2009 ed.)
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Fundamentals of Stochastic Filtering (Hardcover, 2009 ed.)
Series: Stochastic Modelling and Applied Probability, 60
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Total price: R4,082
Discovery Miles: 40 820
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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
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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
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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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