Fundamentals of Stochastic Filtering

Released on by Alan Bain
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  • Fundamentals of Stochastic Filtering Book Detail

  • Author : Alan Bain
  • Release Date : 2008-10-08
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 395
  • ISBN 13 : 0387768963
  • File Size : 67,67 MB
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Fundamentals of Stochastic Filtering by Alan Bain PDF Summary

Book Description: This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient background to enable study of the recent literature. 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. Most of the technical results that are required are stated and proved in the appendices. Exercises and solutions are included.

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Fundamentals of Stochastic Filtering

Fundamentals of Stochastic Filtering

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This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the t

Fundamentals of Stochastic Filtering

Fundamentals of Stochastic Filtering

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This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the t

Stochastic Filtering Theory

Stochastic Filtering Theory

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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 ti