Statistics of Random Processes Ii: Applications - Stochastic Modelling and Applied Probability - Robert S. Liptser - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540639282 - November 6, 2000
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Robert S. Liptser
Statistics of Random Processes Ii: Applications - Stochastic Modelling and Applied Probability 2nd Rev. and Exp. Ed. 2001 edition

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The second of two volumes on non-linear filtering theory and its applications in problems of optimal estimation, control with incomplete data, information theory and sequential testing of hypotheses. This edition has a new chapter on asymptotically optimal filtering under diffusion approximation.

417 pages, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released November 6, 2000
ISBN13 9783540639282
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 417
Dimensions 164 × 239 × 31 mm   ·   734 g
Language English  
Translator Aries, A. B.
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