Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematics for scientists & engineers
|
Buy Now
Optimal Filtering - Volume I: Filtering of Stochastic Processes (Hardcover, 1999 ed.)
Loot Price: R3,016
Discovery Miles 30 160
|
|
Optimal Filtering - Volume I: Filtering of Stochastic Processes (Hardcover, 1999 ed.)
Series: Mathematics and Its Applications, 457
Expected to ship within 10 - 15 working days
|
This book is devoted to an investigation of some important problems
of mod ern filtering theory concerned with systems of 'any nature
being able to per ceive, store and process an information and apply
it for control and regulation'. (The above quotation is taken from
the preface to 27]). Despite the fact that filtering theory is
l'argely worked out (and its major issues such as the
Wiener-Kolmogorov theory of optimal filtering of stationary
processes and Kalman-Bucy recursive filtering theory have become
classical) a development of the theory is far from complete. A
great deal of recent activity in this area is observed, researchers
are trying consistently to generalize famous results, extend them
to more broad classes of processes, realize and justify more simple
procedures for processing measurement data in order to obtain more
efficient filtering algorithms. As to nonlinear filter ing, it
remains much as fragmentary. Here much progress has been made by R.
L. Stratonovich and his successors in the area of filtering of
Markov processes. In this volume an effort is made to advance in
certain of these issues. The monograph has evolved over many years,
coming of age by stages. First it was an impressive job of
gathering together the bulk of the impor tant contributions to
estimation theory, an understanding and moderniza tion of some of
its results and methods, with the intention of applying them to
recursive filtering problems."
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.