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ISBN 10 : 1139456245
ISBN 13 : 9781139456241
This book was published in 2004. The estimation of noisily observed states from a sequence of data has traditionally incorporated ideas from Hilbert spaces and calculus-based proba..
ISBN 10 : 9780387768960
ISBN 13 : 0387768963
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 ..
ISBN 10 : 9780486462745
ISBN 13 : 0486462749
This unified treatment presents material previously available only in journals, and in terms accessible to engineering students. Although theory is emphasized, it discusses numerou..
ISBN 10 : 9789401701198
ISBN 13 : 9401701199
ISBN 10 : 9780817645649
ISBN 13 : 0817645640
Authors are experts in the field and have published books as well as articles in first-rate journals Comprehensive resource that contains many MATLAB-based examples..
ISBN 10 : 1461404878
ISBN 13 : 9781461404873
This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this ap..
ISBN 10 : 9780821869192
ISBN 13 : 0821869191
This is a graduate text introducing the fundamentals of measure theory and integration theory, which is the foundation of modern real analysis. The text focuses first on the concre..