Stochastic Processes and Filtering Theory

Name: Stochastic Processes and Filtering Theory
Price: 116.21 USD
Availability: InStock
ISBN: 9780123815507

ISBN-10: 0123815509

ISBN-13: 9780123815507

Edition: 1970

Authors: Andrew H. Jazwinski

List price: $99.95

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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. Furthermore, it is not clear from the available literature whether the nonlinear theory can be applied to practical…

Book details

List price: $99.95
Copyright year: 1970
Publisher: Elsevier Science & Technology Books
Publication date: 1/31/1970
Binding: Hardcover
Pages: 376
Size: 5.94" wide x 9.00" long x 1.25" tall
Weight: 1.584
Language: English



Preface


Acknowledgments


Introduction


Probability Theory and Random Variables


Stochastic Processes


Stochastic Differential Equations


Introduction to Filtering Theory


Nonlinear Filtering Theory


Linear Filtering Theory


Applications of Linear Theory


Approximate Nonlinear Filters


Applications in Reentry


Summary


Approximate Continuus Filters


Vector Case


Continuus-Discrete Filters


Vector Case


References


Index