Optimal Filtering: Volume I: Filtering of Stochastic Processes
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Dordrecht
Springer Netherlands
1999
|
| Schriftenreihe: | Mathematics and Its Applications
457 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | This book is devoted to an investigation of some important problems of modern filtering theory concerned with systems of 'any nature being able to perceive, store and process an information and apply it for control and regulation'. (The above quotation is taken from the preface to [27]). Despite the fact that filtering theory is largely worked out (and its major issues such as the Wiener-Kolmogorov theory of optimal filtering of stationary processes and Kalman-Bucy recursive filtering theory have become classical) a development of the theory is far from complete. A great deal of recent activity in this area is observed, researchers are trying consistently to generalize famous results, extend them to more broad classes of processes, realize and justify more simple procedures for processing measurement data in order to obtain more efficient filtering algorithms. As to nonlinear filtering, it remains much as fragmentary. Here much progress has been made by R. L. Stratonovich and his successors in the area of filtering of Markov processes. In this volume an effort is made to advance in certain of these issues. The monograph has evolved over many years, coming of age by stages. First it was an impressive job of gathering together the bulk of the important contributions to estimation theory, an understanding and modernization of some of its results and methods, with the intention of applying them to recursive filtering problems |
| Beschreibung: | 1 Online-Ressource (XIII, 378 p) |
| ISBN: | 9789401153263 9789401062381 |
| DOI: | 10.1007/978-94-011-5326-3 |
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Datensatz im Suchindex
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| author | Fomin, Vladimir |
| author_facet | Fomin, Vladimir |
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| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519 |
| dewey-search | 519 |
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| discipline | Mathematik |
| doi_str_mv | 10.1007/978-94-011-5326-3 |
| format | Electronic eBook |
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| id | DE-604.BV042423975 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:14Z |
| institution | BVB |
| isbn | 9789401153263 9789401062381 |
| language | English |
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| physical | 1 Online-Ressource (XIII, 378 p) |
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| publishDate | 1999 |
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| publisher | Springer Netherlands |
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| series | Mathematics and Its Applications |
| series2 | Mathematics and Its Applications |
| spelling | Fomin, Vladimir Verfasser aut Optimal Filtering Volume I: Filtering of Stochastic Processes by Vladimir Fomin Dordrecht Springer Netherlands 1999 1 Online-Ressource (XIII, 378 p) txt rdacontent c rdamedia cr rdacarrier Mathematics and Its Applications 457 This book is devoted to an investigation of some important problems of modern filtering theory concerned with systems of 'any nature being able to perceive, store and process an information and apply it for control and regulation'. (The above quotation is taken from the preface to [27]). Despite the fact that filtering theory is largely worked out (and its major issues such as the Wiener-Kolmogorov theory of optimal filtering of stationary processes and Kalman-Bucy recursive filtering theory have become classical) a development of the theory is far from complete. A great deal of recent activity in this area is observed, researchers are trying consistently to generalize famous results, extend them to more broad classes of processes, realize and justify more simple procedures for processing measurement data in order to obtain more efficient filtering algorithms. As to nonlinear filtering, it remains much as fragmentary. Here much progress has been made by R. L. Stratonovich and his successors in the area of filtering of Markov processes. In this volume an effort is made to advance in certain of these issues. The monograph has evolved over many years, coming of age by stages. First it was an impressive job of gathering together the bulk of the important contributions to estimation theory, an understanding and modernization of some of its results and methods, with the intention of applying them to recursive filtering problems Mathematics Operator theory Systems theory Engineering design Applications of Mathematics Information and Communication, Circuits Operator Theory Systems Theory, Control Engineering Design Mathematik Mathematics and Its Applications 457 (DE-604)BV008163334 457 https://doi.org/10.1007/978-94-011-5326-3 Verlag Volltext |
| spellingShingle | Fomin, Vladimir Optimal Filtering Volume I: Filtering of Stochastic Processes Mathematics and Its Applications Mathematics Operator theory Systems theory Engineering design Applications of Mathematics Information and Communication, Circuits Operator Theory Systems Theory, Control Engineering Design Mathematik |
| title | Optimal Filtering Volume I: Filtering of Stochastic Processes |
| title_auth | Optimal Filtering Volume I: Filtering of Stochastic Processes |
| title_exact_search | Optimal Filtering Volume I: Filtering of Stochastic Processes |
| title_full | Optimal Filtering Volume I: Filtering of Stochastic Processes by Vladimir Fomin |
| title_fullStr | Optimal Filtering Volume I: Filtering of Stochastic Processes by Vladimir Fomin |
| title_full_unstemmed | Optimal Filtering Volume I: Filtering of Stochastic Processes by Vladimir Fomin |
| title_short | Optimal Filtering |
| title_sort | optimal filtering volume i filtering of stochastic processes |
| title_sub | Volume I: Filtering of Stochastic Processes |
| topic | Mathematics Operator theory Systems theory Engineering design Applications of Mathematics Information and Communication, Circuits Operator Theory Systems Theory, Control Engineering Design Mathematik |
| topic_facet | Mathematics Operator theory Systems theory Engineering design Applications of Mathematics Information and Communication, Circuits Operator Theory Systems Theory, Control Engineering Design Mathematik |
| url | https://doi.org/10.1007/978-94-011-5326-3 |
| volume_link | (DE-604)BV008163334 |
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