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Stochastic Filtering Theory (Paperback, Softcover reprint of hardcover 1st ed. 1980)
Loot Price: R2,759
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Stochastic Filtering Theory (Paperback, Softcover reprint of hardcover 1st ed. 1980)
Series: Stochastic Modelling and Applied Probability, 13
Expected to ship within 18 - 22 working days
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This book is based on a seminar given at the University of
California at Los Angeles in the Spring of 1975. The choice of
topics reflects my interests at the time and the needs of the
students taking the course. Initially the lectures were written up
for publication in the Lecture Notes series. How ever, when I
accepted Professor A. V. Balakrishnan's invitation to publish them
in the Springer series on Applications of Mathematics it became
necessary to alter the informal and often abridged style of the
notes and to rewrite or expand much of the original manuscript so
as to make the book as self-contained as possible. Even so, no
attempt has been made to write a comprehensive treatise on
filtering theory, and the book still follows the original plan of
the lectures. While this book was in preparation, the two-volume
English translation of the work by R. S. Liptser and A. N. Shiryaev
has appeared in this series. The first volume and the present book
have the same approach to the sub ject, viz. that of martingale
theory. Liptser and Shiryaev go into greater detail in the
discussion of statistical applications and also consider inter
polation and extrapolation as well as filtering."
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