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Stochastic Filtering Theory: 13 (Stochastic Modelling and Applied Probability, 13) - Tapa dura

Kallianpur, G.

 
9780387904450: Stochastic Filtering Theory: 13 (Stochastic Modelling and Applied Probability, 13)
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ISBN 10: 038790445X ISBN 13: 9780387904450
Editorial: Springer, 1980

Sinopsis

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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Reseña del editor

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.

Reseña del editor

Based on a Seminar Given at the University of California at Los Angeles in the Spring of 1975

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
1980
Idioma
Inglés
ISBN 10 
038790445X
ISBN 13 
9780387904450
Encuadernación
Tapa dura
Número de páginas
336
Contacto del fabricante
no disponible
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Otras ediciones populares con el mismo título

9781441928108: Stochastic Filtering Theory: 13 (Stochastic Modelling and Applied Probability)

Edición Destacada

ISBN 10:  1441928103 ISBN 13:  9781441928108
Editorial: Springer, 2010
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