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Fundamentals of Stochastic Filtering - Stochastic Modelling and Applied Probability Alan Bain 2009 edition
Fundamentals of Stochastic Filtering - Stochastic Modelling and Applied Probability
Alan Bain
This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. While no prior knowledge of stochastic filtering is required, readers are assumed to be familiar with measure theory, probability theory and the basics of stochastic processes.
408 pages, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | October 23, 2008 |
| ISBN13 | 9780387768953 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 390 |
| Dimensions | 156 × 242 × 24 mm · 680 g |
| Language | English |
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