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Fundamentals of Stochastic Filtering
Bain, Alan; Crisan, Dan
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Description for Fundamentals of Stochastic Filtering
hardcover. This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. Series: Stochastic Modelling and Applied Probability. Num Pages: 403 pages, biography. BIC Classification: PBWL. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 242 x 156 x 24. Weight in Grams: 692.
Many aspects of phenomena critical to our lives can not be measured directly. Fortunately models of these phenomena, together with more limited obs- vations frequently allow us to make reasonable inferences about the state of the systems that a?ect us. The process of using partial observations and a stochastic model to make inferences about an evolving system is known as stochastic ?ltering. The objective of this text is to assist anyone who would like to become familiar with the theory of stochastic ?ltering, whether graduate student or more experienced scientist. The majority of the fundamental results of the subject are ... Read more
Many aspects of phenomena critical to our lives can not be measured directly. Fortunately models of these phenomena, together with more limited obs- vations frequently allow us to make reasonable inferences about the state of the systems that a?ect us. The process of using partial observations and a stochastic model to make inferences about an evolving system is known as stochastic ?ltering. The objective of this text is to assist anyone who would like to become familiar with the theory of stochastic ?ltering, whether graduate student or more experienced scientist. The majority of the fundamental results of the subject are ... Read more
Product Details
Format
Hardback
Publication date
2008
Publisher
Springer United States
Number of pages
403
Condition
New
Series
Stochastic Modelling and Applied Probability
Number of Pages
390
Place of Publication
New York, NY, United States
ISBN
9780387768953
SKU
V9780387768953
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Fundamentals of Stochastic Filtering
From the reviews: “This book provides a rigorous mathematical treatment of the nonlinear stochastic filtering problem with particular emphasis on numerical methods. … The text is essentially self-contained … . In an appendice the required results from measure theory and stochastic analysis are stated and proved. Intended readers are researchers and graduate students that have an interest in theoretical ... Read more