Isbn: 9781441926425 - fundamentals of stochastic filtering (stochastic modelling and applied probability, band 60) (4 Ergebnisse)

Zustand: New. In.

Taschenbuch. Zustand: Neu. Fundamentals of Stochastic Filtering | Alan Bain (u. a.) | Taschenbuch | Stochastic Modelling and Applied Probability | xiii | Englisch | 2010 | Springer | EAN 9781441926425 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Paperback. Zustand: Brand New. 390 pages. 9.00x6.00x0.91 inches. In Stock.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 presented using modern methods making them readily available for reference. The book may also be of interest to practitioners of stochastic ltering, who wish to gain a better understanding of the underlying theory. Stochastic ltering in continuous time relies heavily on measure theory, stochasticprocessesandstochasticcalculus.Whileknowledgeofbasicmeasure theory and probability is assumed, the text is largely self-contained in that the majority of the results needed are stated in two appendices. This should make it easy for the book to be used as a graduate teaching text. With this in mind, each chapter contains a number of exercises, with solutions detailed at the end of the chapter.…