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Fundamentals of Stochastic Filtering - Stochastic Modelling and Applied Probability 2009 edition
Alan Bain
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Fundamentals of Stochastic Filtering - Stochastic Modelling and Applied Probability 2009 edition
Alan Bain
This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. While no prior knowledge of stochastic filtering is required, readers are assumed to be familiar with measure theory, probability theory and the basics of stochastic processes.
408 pages, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | October 23, 2008 |
| ISBN13 | 9780387768953 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 390 |
| Dimensions | 156 × 242 × 24 mm · 680 g |
| Language | English |
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