| 書目名稱 | Fundamentals of Stochastic Filtering |
| 編輯 | Alan Bain,Dan Crisan |
| 視頻video | http://file.papertrans.cn/351/350576/350576.mp4 |
| 概述 | The authors are an authority in the stochastic filtering field.An assortment of Measure Theory, Probability Theory and Stochastic Analysis results are included in order to make this book as self conta |
| 叢書名稱 | Stochastic Modelling and Applied Probability |
| 圖書封面 |  |
| 描述 | Many aspects of phenomena critical to our lives can not be measured directly. Fortunately models of these phenomena, together with more limited obs- vations frequently allow us to make reasonable inferences about the state of the systems that a?ect us. The process of using partial observations and a stochastic model to make inferences about an evolving system is known as stochastic ?ltering. The objective of this text is to assist anyone who would like to become familiar with the theory of stochastic ?ltering, whether graduate student or more experienced scientist. The majority of the fundamental results of the subject are presented using modern methods making them readily available for reference. The book may also be of interest to practitioners of stochastic ?ltering, who wish to gain a better understanding of the underlying theory. Stochastic ?ltering in continuous time relies heavily on measure theory, stochasticprocessesandstochasticcalculus.Whileknowledgeofbasicmeasure theory and probability is assumed, the text is largely self-contained in that the majority of the results needed are stated in two appendices. This should make it easy for the book to be used as a graduate teac |
| 出版日期 | Book 2009 |
| 關(guān)鍵詞 | Filtering; Fundamentals; Modeling; Probability theory; Stochastic; Stochastic Processes; algorithms; calcul |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-0-387-76896-0 |
| isbn_softcover | 978-1-4419-2642-5 |
| isbn_ebook | 978-0-387-76896-0Series ISSN 0172-4568 Series E-ISSN 2197-439X |
| issn_series | 0172-4568 |
| copyright | Springer-Verlag New York 2009 |
|Archiver|手機(jī)版|小黑屋|
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