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Fundamentals of Stochastic Filtering - Stochastic Modelling and Applied Probability Alan Bain 2009 edition
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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
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2008年10月23日 |
| ISBN13 | 9780387768953 |
| 出版社 | Springer-Verlag New York Inc. |
| ページ数 | 390 |
| 寸法 | 156 × 242 × 24 mm · 680 g |
| 言語 | 英語 |
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