Stochastic processes and filtering theory:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York
Academic Press
1970
|
| Series: | Mathematics in science and engineering
64 |
| Subjects: | |
| Online Access: | FAW01 FAW02 Volltext |
| Item Description: | This book presents a unified treatment of linear and nonlinear filtering theory for engineers, with sufficient emphasis on applications to enable the reader to use the theory. The need for this book is twofold. First, although linear estimation theory is relatively well known, it is largely scattered in the journal literature and has not been collected in a single source. Second, available literature on the continuous nonlinear theory is quite esoteric and controversial, and thus inaccessible to engineers uninitiated in measure theory and stochastic differential equations Includes bibliographical references and indexes Front Cover; Stochastic Processes and Filtering Theory; Copyright Page; Preface; Acknowledgments; Contents; Chapter 1 Introduction; Chapter 2 Probability Theory and Random Variables; Chapter 3 Stochastic Processes; Chapter 4 Stochastic Differential Equations; Chapter 5 Introduction to Filtering Theory; Chapter 6 Nonlinear Filtering Theory; Chapter 7 Linear Filtering Theory; Chapter 8 Applications of Linear Theory; Chapter 9 Approximate Nonlinear Filters; Author Index; Subject Index |
| Physical Description: | 1 Online-Ressource (376 pages) |
| ISBN: | 0080960901 9780080960906 9780123815507 |
Staff View
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| 500 | |a This book presents a unified treatment of linear and nonlinear filtering theory for engineers, with sufficient emphasis on applications to enable the reader to use the theory. The need for this book is twofold. First, although linear estimation theory is relatively well known, it is largely scattered in the journal literature and has not been collected in a single source. Second, available literature on the continuous nonlinear theory is quite esoteric and controversial, and thus inaccessible to engineers uninitiated in measure theory and stochastic differential equations | ||
| 500 | |a Includes bibliographical references and indexes | ||
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Record in the Search Index
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| author | Jazwinski, Andrew H. |
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| discipline | Mathematik |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:15:50Z |
| institution | BVB |
| isbn | 0080960901 9780080960906 9780123815507 |
| language | English |
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| spelling | Jazwinski, Andrew H. Verfasser aut Stochastic processes and filtering theory Anderew H. Jazwinski New York Academic Press 1970 1 Online-Ressource (376 pages) txt rdacontent c rdamedia cr rdacarrier Mathematics in science and engineering 64 This book presents a unified treatment of linear and nonlinear filtering theory for engineers, with sufficient emphasis on applications to enable the reader to use the theory. The need for this book is twofold. First, although linear estimation theory is relatively well known, it is largely scattered in the journal literature and has not been collected in a single source. Second, available literature on the continuous nonlinear theory is quite esoteric and controversial, and thus inaccessible to engineers uninitiated in measure theory and stochastic differential equations Includes bibliographical references and indexes Front Cover; Stochastic Processes and Filtering Theory; Copyright Page; Preface; Acknowledgments; Contents; Chapter 1 Introduction; Chapter 2 Probability Theory and Random Variables; Chapter 3 Stochastic Processes; Chapter 4 Stochastic Differential Equations; Chapter 5 Introduction to Filtering Theory; Chapter 6 Nonlinear Filtering Theory; Chapter 7 Linear Filtering Theory; Chapter 8 Applications of Linear Theory; Chapter 9 Approximate Nonlinear Filters; Author Index; Subject Index MATHEMATICS / Probability & Statistics / General bisacsh Bayesian statistical decision theory fast Estimation theory fast Estimation theory Bayesian statistical decision theory Filter Stochastik (DE-588)4128590-6 gnd rswk-swf Filterung Stochastik (DE-588)4121267-8 gnd rswk-swf Filtertheorie (DE-588)4154392-0 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Filter Mathematik (DE-588)4154388-9 gnd rswk-swf Filter Mathematik (DE-588)4154388-9 s Stochastischer Prozess (DE-588)4057630-9 s 1\p DE-604 Filtertheorie (DE-588)4154392-0 s 2\p DE-604 Filter Stochastik (DE-588)4128590-6 s 3\p DE-604 Filterung Stochastik (DE-588)4121267-8 s 4\p DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=297093 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Jazwinski, Andrew H. Stochastic processes and filtering theory MATHEMATICS / Probability & Statistics / General bisacsh Bayesian statistical decision theory fast Estimation theory fast Estimation theory Bayesian statistical decision theory Filter Stochastik (DE-588)4128590-6 gnd Filterung Stochastik (DE-588)4121267-8 gnd Filtertheorie (DE-588)4154392-0 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Filter Mathematik (DE-588)4154388-9 gnd |
| subject_GND | (DE-588)4128590-6 (DE-588)4121267-8 (DE-588)4154392-0 (DE-588)4057630-9 (DE-588)4154388-9 |
| title | Stochastic processes and filtering theory |
| title_auth | Stochastic processes and filtering theory |
| title_exact_search | Stochastic processes and filtering theory |
| title_full | Stochastic processes and filtering theory Anderew H. Jazwinski |
| title_fullStr | Stochastic processes and filtering theory Anderew H. Jazwinski |
| title_full_unstemmed | Stochastic processes and filtering theory Anderew H. Jazwinski |
| title_short | Stochastic processes and filtering theory |
| title_sort | stochastic processes and filtering theory |
| topic | MATHEMATICS / Probability & Statistics / General bisacsh Bayesian statistical decision theory fast Estimation theory fast Estimation theory Bayesian statistical decision theory Filter Stochastik (DE-588)4128590-6 gnd Filterung Stochastik (DE-588)4121267-8 gnd Filtertheorie (DE-588)4154392-0 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Filter Mathematik (DE-588)4154388-9 gnd |
| topic_facet | MATHEMATICS / Probability & Statistics / General Bayesian statistical decision theory Estimation theory Filter Stochastik Filterung Stochastik Filtertheorie Stochastischer Prozess Filter Mathematik |
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