Fundamentals of Stochastic Filtering PDF ePub eBook

Books Info:

Fundamentals of Stochastic Filtering free pdf 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.

About Alan Bain

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Details Book

Author : Alan Bain
Publisher : Springer-Verlag New York Inc.
Data Published : 12 February 2010
ISBN : 1441926429
EAN : 9781441926425
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : 406 pages
Age + : 15 years
Language : English
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