Aggoun lakhdar (10 Ergebnisse)

Hardcover. Zustand: Good. No Dust Jacket. 258 pages. Light discoloring and wear; a sound binding; good overall. Quantity Available: 1. Category: Mathematics; ISBN: 0521838037. ISBN/EAN: 9780521838030. Inventory No: 230383.

Zustand: New. This book is a resource for non-statisticians implementing filtering methods, which covers applications in finance, genetics and population. Series: Cambridge Series in Statistical and Probabilistic Mathematics. Num Pages: 270 pages, Illustrations. BIC Classification: PBT; TJK. Category: (P) Professional & Vocational. Dimension: 243 x 168 x 15. Weight in Grams: 450. . 2012. Paperback. . . . . Books ship from the US and Ireland. …

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - The estimation of noisily observed states from a sequence of data has traditionally incorporated ideas from Hilbert spaces and calculus-based probability theory. As conditional expectation is the key concept, the correct setting for filtering theory is that of a probability space. Graduate engineers, mathematicians and those working in quantitative finance wishing to use filtering techniques will find in the first half of this book an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion. Exercises are included. The book then provides an excellent users' guide to filtering: basic theory is followed by a thorough treatment of Kalman filtering, including recent results which extend the Kalman filter to provide parameter estimates. These ideas are then applied to problems arising in finance, genetics and population modelling in three separate chapters, making this a comprehensive resource for both practitioners and researchers.…

Zustand: New. This book is a resource for non-statisticians implementing filtering methods, which covers applications in finance, genetics and population. Series: Cambridge Series in Statistical and Probabilistic Mathematics. Num Pages: 270 pages, 10 tables 95 exercises. BIC Classification: PBK; PBT; TJK. Category: (P) Professional & Vocational. Dimension: 262 x 178 x 23. Weight in Grams: 664. . 2004. hardcover. . . . . Books ship from the US and Ireland. …

Hardcover. Zustand: Brand New. 337 pages. 10.25x7.25x1.00 inches. In Stock.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - The estimation of noisily observed states from a sequence of data has traditionally incorporated ideas from Hilbert spaces and calculus-based probability theory. As conditional expectation is the key concept, the correct setting for filtering theory is that of a probability space. Graduate engineers, mathematicians and those working in quantitative finance wishing to use filtering techniques will find in the first half of this book an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion. Exercises are included. The book then provides an excellent users' guide to filtering: basic theory is followed by a thorough treatment of Kalman filtering, including recent results which extend the Kalman filter to provide parameter estimates. These ideas are then applied to problems arising in finance, genetics and population modelling in three separate chapters, making this a comprehensive resource for both practitioners and researchers.…

Zustand: As New. Unread book in perfect condition.

Zustand: New. pp. 396 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, equations for smoothed estimates are given. The dynamics for the Kalman filter are derived as special cases of the authors' general results and new expressions for a Kalman smoother are given. The Chapters on the control of Hidden Markov Chains are expanded and clarified. The revised Chapter 4 includes state estimation for discrete time Markov processes and Chapter 12 has a new section on robust control.…

Laminate boards. Zustand: Fine. First Edition. A pristine copy of the 1995 1st edition. Tight and Fine in its yellow laminate boards. Octavo, the 29th title in Springer-Verlag's formidable "Applications of Mathematics: Stochastic Modelling and Applied Probability" series.