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Fundamentals of Stochastic Filtering - Stochastic Modelling and Applied Probability Alan Bain 2009 edition
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Fundamentals of Stochastic Filtering - Stochastic Modelling and Applied Probability
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
| Medie | Bøger Hardcover bog (Bog med hård ryg og stift omslag) |
| Udgivet | 23. oktober 2008 |
| ISBN13 | 9780387768953 |
| Forlag | Springer-Verlag New York Inc. |
| Antal sider | 390 |
| Mål | 156 × 242 × 24 mm · 680 g |
| Sprog | Engelsk |
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