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Hardcover Fundamentals of Stochastic Filtering Book
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ISBN: 0387768955

ISBN13: 9780387768953

Fundamentals of Stochastic Filtering

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This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient background to enable study of the recent literature. While no prior knowledge of stochastic filtering is required, readers are assumed to be familiar...

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Format: Hardcover

Condition: New

$169.99
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Related Subjects

Math Mathematics Science & Math

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