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 time and the needs of the stu… Mehr…
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 time and the needs of the students taking the course. Initially the lectures were written up for publication in the Lecture Notes series. How ever, when I accepted Professor A. V. Balakrishnan's invitation to publish them in the Springer series on Applications of Mathematics it became necessary to alter the informal and often abridged style of the notes and to rewrite or expand much of the original manuscript so as to make the book as self-contained as possible. Even so, no attempt has been made to write a comprehensive treatise on filtering theory, and the book still follows the original plan of the lectures. While this book was in preparation, the two-volume English translation of the work by R. S. Liptser and A. N. Shiryaev has appeared in this series. The first volume and the present book have the same approach to the sub ject, viz. that of martingale theory. Liptser and Shiryaev go into greater detail in the discussion of statistical applications and also consider inter polation and extrapolation as well as filtering. New Textbooks>Hardcover>Science>Statistics & Probability>Statistics & Probability, Springer New York Core >2 >T<
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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 time and the needs of the stu… Mehr…
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 time and the needs of the students taking the course. Initially the lectures were written up for publication in the Lecture Notes series. How ever, when I accepted Professor A. V. Balakrishnan's invitation to publish them in the Springer series on Applications of Mathematics it became necessary to alter the informal and often abridged style of the notes and to rewrite or expand much of the original manuscript so as to make the book as self-contained as possible. Even so, no attempt has been made to write a comprehensive treatise on filtering theory, and the book still follows the original plan of the lectures. While this book was in preparation, the two-volume English translation of the work by R. S. Liptser and A. N. Shiryaev has appeared in this series. The first volume and the present book have the same approach to the sub ject, viz. that of martingale theory. Liptser and Shiryaev go into greater detail in the discussion of statistical applications and also consider inter polation and extrapolation as well as filtering. Books > Mathematics Hard cover, Springer Shop<
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[ED: Gebunden], [PU: Springer New York], Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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, DE, [SC: 0.00], Neuware, gewerbliches Angebot, Hardcover, 318, [GW: 1430g], 1. Auflage, Banküberweisung, PayPal<
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(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
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 time and the needs of the stu… Mehr…
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 time and the needs of the students taking the course. Initially the lectures were written up for publication in the Lecture Notes series. How ever, when I accepted Professor A. V. Balakrishnan's invitation to publish them in the Springer series on Applications of Mathematics it became necessary to alter the informal and often abridged style of the notes and to rewrite or expand much of the original manuscript so as to make the book as self-contained as possible. Even so, no attempt has been made to write a comprehensive treatise on filtering theory, and the book still follows the original plan of the lectures. While this book was in preparation, the two-volume English translation of the work by R. S. Liptser and A. N. Shiryaev has appeared in this series. The first volume and the present book have the same approach to the sub ject, viz. that of martingale theory. Liptser and Shiryaev go into greater detail in the discussion of statistical applications and also consider inter polation and extrapolation as well as filtering. New Textbooks>Hardcover>Science>Statistics & Probability>Statistics & Probability, Springer New York Core >2 >T<
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 time and the needs of the stu… Mehr…
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 time and the needs of the students taking the course. Initially the lectures were written up for publication in the Lecture Notes series. How ever, when I accepted Professor A. V. Balakrishnan's invitation to publish them in the Springer series on Applications of Mathematics it became necessary to alter the informal and often abridged style of the notes and to rewrite or expand much of the original manuscript so as to make the book as self-contained as possible. Even so, no attempt has been made to write a comprehensive treatise on filtering theory, and the book still follows the original plan of the lectures. While this book was in preparation, the two-volume English translation of the work by R. S. Liptser and A. N. Shiryaev has appeared in this series. The first volume and the present book have the same approach to the sub ject, viz. that of martingale theory. Liptser and Shiryaev go into greater detail in the discussion of statistical applications and also consider inter polation and extrapolation as well as filtering. Books > Mathematics Hard cover, Springer Shop<
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[ED: Gebunden], [PU: Springer New York], Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book is based on a seminar given at the Univ… Mehr…
[ED: Gebunden], [PU: Springer New York], Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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, DE, [SC: 0.00], Neuware, gewerbliches Angebot, Hardcover, 318, [GW: 1430g], 1. Auflage, Banküberweisung, PayPal<
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Detailangaben zum Buch - Stochastic Filtering Theory G. Kallianpur Author
EAN (ISBN-13): 9780387904450 ISBN (ISBN-10): 038790445X Gebundene Ausgabe Erscheinungsjahr: 1980 Herausgeber: Springer New York Core >2 >T 336 Seiten Gewicht: 0,644 kg Sprache: eng/Englisch
Buch in der Datenbank seit 2007-01-13T19:54:30+01:00 (Berlin) Detailseite zuletzt geändert am 2023-10-18T15:33:13+02:00 (Berlin) ISBN/EAN: 038790445X
ISBN - alternative Schreibweisen: 0-387-90445-X, 978-0-387-90445-0 Alternative Schreibweisen und verwandte Suchbegriffe: Autor des Buches: kallianpur Titel des Buches: stochastic filtering, filtering theory, modell, the theory stochastic
Daten vom Verlag:
Autor/in: G. Kallianpur Titel: Stochastic Modelling and Applied Probability; Stochastic Filtering Theory Verlag: Springer; Springer US 318 Seiten Erscheinungsjahr: 1980-09-23 New York; NY; US Gewicht: 1,430 kg Sprache: Englisch 106,99 € (DE) 109,99 € (AT) 118,00 CHF (CH) POD XVI, 318 p.
BB; Systems Theory, Control; Hardcover, Softcover / Mathematik/Sonstiges; Kybernetik und Systemtheorie; Verstehen; Filtering; Filterung; Martingale; Prädiktion; STATISTICA; filtering problem; stochastic process; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Calculus of Variations and Optimization; Optimierung; BC; EA
1 Stochastic Processes: Basic Concepts and Definitions.- 2 Martingales and the Wiener Process.- 3 Stochastic Integrals.- 4 The Ito Formula.- 5 Stochastic Differential Equations.- 6 Functionals of a Wiener Process.- 7 Absolute Continuity of Measures and Radon-Nikodym Derivatives.- 8 The General Filtering Problem and the Stochastic Equation of the Optimal Filter (Part I).- 9 Gaussian Solutions of Stochastic Equations.- 10 Linear Filtering Theory.- 11 The Stochastic Equation of the Optimal Filter (Part II).- Notes.- References.- Index of Commonly Used Symbols. Based on a Seminar Given at the University of California at Los Angeles in the Spring of 1975
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