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Fundamentals of Stochastic Filtering (Stochastic Modelling and Applied Probability) - Alan Bain, Dan Crisan
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Alan Bain, Dan Crisan:
Fundamentals of Stochastic Filtering (Stochastic Modelling and Applied Probability) - gebunden oder broschiert

ISBN: 0387768955

[SR: 2762585], Hardcover, [EAN: 9780387768953], Springer, Springer, Book, [PU: Springer], Springer, 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., 13687, Robotics & Automation, 227550, Industrial, Manufacturing & Operational Systems, 173515, Engineering, 173507, Engineering & Transportation, 1000, Subjects, 283155, Books, 13983, Probability & Statistics, 226699, Applied, 13884, Mathematics, 75, Science & Math, 1000, Subjects, 283155, Books, 13961, Number Systems, 13884, Mathematics, 75, Science & Math, 1000, Subjects, 283155, Books

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Fundamentals of Stochastic Filtering - Grimmett, G.; Crisan, Dan
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ID: 417182

The objective of stochastic filtering is to determine the best estimate for the state of a stochastic dynamical system from partial observations. The solution of this problem in the linear case is the well known Kalman-Bucy filter which has found widespread practical application. The purpose of this book is to provide 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. The book is intended as a reference for graduate students and researchers interested in the field. It is also suitable for use as a text for a graduate level course on stochastic filtering (suitable exercises and solutions are included). Mathematics Mathematics eBook, Springer

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Fundamentals of Stochastic Filtering (Hardback) - Alan Bain, Dan Crisan
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2008, ISBN: 0387768955

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[EAN: 9780387768953], Neubuch, [PU: Springer-Verlag New York Inc., United States], Mathematics|Functional Analysis, Mathematics|Probability & Statistics, Mathematics|Probability & Statistics|General, Language: English . Brand New Book. 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 (Stochastic Modelling and Applied Probability) - Bain, Alan; Crisan, Dan
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Bain, Alan; Crisan, Dan:
Fundamentals of Stochastic Filtering (Stochastic Modelling and Applied Probability) - gebunden oder broschiert

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ID: 698267260

Springer. Hardcover. 0387768955 Special order direct from the distributor . New., Springer

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Bain, Alan/Crisan, Dan:
Fundamentals of Stochastic Filtering - Taschenbuch

2008, ISBN: 0387768955

ID: 12694489941

[EAN: 9780387768953], Neubuch, [PU: Springer]

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Details zum Buch
Fundamentals of Stochastic Filtering
Autor:

Bain, Alan; Crisan, Dan

Titel:

Fundamentals of Stochastic Filtering

ISBN-Nummer:

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.

Detailangaben zum Buch - Fundamentals of Stochastic Filtering


EAN (ISBN-13): 9780387768953
ISBN (ISBN-10): 0387768955
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2008
Herausgeber: Springer-Verlag GmbH
390 Seiten
Gewicht: 0,680 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 25.01.2008 03:20:11
Buch zuletzt gefunden am 19.03.2017 10:54:18
ISBN/EAN: 0387768955

ISBN - alternative Schreibweisen:
0-387-76895-5, 978-0-387-76895-3


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