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Fundamentals of Stochastic Filtering - Stochastic Modelling and Applied Probability 1st ed. Softcover of orig. ed. 2009 edition
Alan Bain
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Fundamentals of Stochastic Filtering - Stochastic Modelling and Applied Probability 1st ed. Softcover of orig. ed. 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.
406 pages, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | November 19, 2010 |
| ISBN13 | 9781441926425 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 390 |
| Dimensions | 155 × 235 × 21 mm · 566 g |
| Language | English |
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