Nonlinear Filtering and Smoothing: An Introduction to Martingales, Stochastic Integrals and Estimation - Tapa blanda

Krishnan, Venkatarama

 
9780486441641: Nonlinear Filtering and Smoothing: An Introduction to Martingales, Stochastic Integrals and Estimation

Sinopsis

Appropriate for upper-level undergraduates and graduate students, this volume addresses the fundamental concepts of martingales, stochastic integrals, and estimation. Written by an engineer for engineers, it emphasizes applications. Many theorems feature heuristic proofs; others include rigorous proofs to reinforce physical understanding. Numerous end-of-chapter problems enhance the book's practical value.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

Appropriate for upper-level undergraduates and graduate students, this volume addresses the fundamental concepts of martingales, stochastic integrals, and estimation. Written by an engineer for engineers, it emphasizes applications. Many theorems feature heuristic proofs; others include rigorous proofs to reinforce physical understanding. Numerous end-of-chapter problems enhance the book's practical value.

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

Otras ediciones populares con el mismo título

9780471898405: Nonlinear Filtering and Smoothing: Introduction to Martingales, Stochastic Integrals and Estimation

Edición Destacada

ISBN 10:  0471898406 ISBN 13:  9780471898405
Editorial: John Wiley & Sons Inc, 1984
Tapa dura