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Stochastic Processes and Filtering Theory (Volume 64) (Mathematics in Science & Engineering, Volume 64) - Tapa dura
Sinopsis
This book presents a unified treatment of linear and nonlinear filtering theory for engineers, with sufficient emphasis on applications to enable the reader to use the theory. The need for this book is twofold. First, although linear estimation theory is relatively well known, it is largely scattered in the journal literature and has not been collected in a single source. Second, available literature on the continuous nonlinear theory is quite esoteric and controversial, and thus inaccessible to engineers uninitiated in measure theory and stochastic differential equations. Furthermore, it is not clear from the available literature whether the nonlinear theory can be applied to practical engineering problems. In attempting to fill the stated needs, the author has retained as much mathematical rigor as he felt was consistent with the prime objective―to explain the theory to engineers. Thus, the author has avoided measure theory in this book by using mean square convergence, on the premise that everyone knows how to average. As a result, the author only requires of the reader background in advanced calculus, theory of ordinary differential equations, and matrix analysis.
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This book presents a unified treatment of linear and nonlinear filtering theory for engineers, with sufficient emphasis on applications to enable the reader to use the theory. The need for this book is twofold. First, although linear estimation theory is relatively well known, it is largely scattered in the journal literature and has not been collected in a single source. Second, available literature on the continuous nonlinear theory is quite esoteric and controversial, and thus inaccessible to engineers uninitiated in measure theory and stochastic differential equations. Furthermore, it is not clear from the available literature whether the nonlinear theory can be applied to practical engineering problems. In attempting to fill the stated needs, the author has retained as much mathematical rigor as he felt was consistent with the prime objective" to explain the theory to engineers. Thus, the author has avoided measure theory in this book by using mean square convergence, on the premise that everyone knows how to average. As a result, the author only requires of the reader background in advanced calculus, theory of ordinary differential equations, and matrix analysis.
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Stochastic Processes and Filtering Theory (Volume 64)
Publicado por
Academic Press, 1970
ISBN 10: 0123815509
ISBN 13: 9780123815507
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Librería: Anybook.com, Lincoln, Reino Unido
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Condición: Poor. Volume 64. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pen & pencil markings. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,850grams, ISBN:0123815509. Nº de ref. del artículo: 9740686
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Stochastic Processes and Filtering Theory (Mathematics in Science & Engineering) (Volume 64)
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Academic Press Inc, 1970
ISBN 10: 0123815509
ISBN 13: 9780123815507
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Condición: Fair. Volume 64. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,850grams, ISBN:0123815509. Nº de ref. del artículo: 9198059
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Stochastic Processes and Filtering Theory (Volume 64) (Mathematics in Science and Engineering, Volume 64)
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ISBN 13: 9780123815507
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Stochastic Processes and Filtering Theory (Volume 64) (Mathematics in Science and Engineering, Volume 64)
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ISBN 13: 9780123815507
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Stochastic Processes and Filtering Theory (Mathematics in Science and Engineering)
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Stochastic Processes and Filtering Theory (Volume 64) (Mathematics in Science and Engineering, Volume 64)
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Stochastic Processes and Filtering Theory (Volume 64) (Mathematics in Science and Engineering, Volume 64)
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Stochastic Processes and Filtering Theory (Mathematics in Science and Engineering)
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ISBN 13: 9780123815507
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Stochastic Processes and Filtering Theory (Mathematics in Science and Engineering)
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ISBN 10: 0123815509
ISBN 13: 9780123815507
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Condición: Good. Good condition. No Dust Jacket Volume 64. A copy that has been read but remains intact. May contain markings such as bookplates, stamps, limited notes and highlighting, or a few light stains. Nº de ref. del artículo: D08N-00661
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