Fundamentals of Stochastic Filtering pdf epub mobi txt 电子书下载 2025

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出版者:

作者:Bain, Alan/ Crisan, Dan

出品人:

页数:408

译者:

出版时间:2008-10

价格:$ 101.69

装帧:

isbn号码:9780387768953

丛书系列:

图书标签:

Stochastic Filtering
Kalman Filtering
Bayesian Estimation
Signal Processing
Probability Theory
Random Processes
Control Theory
System Identification
Time Series Analysis
Optimal Estimation

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具体描述

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 with measure theory, probability theory and the basics of stochastic processes. Most of the technical results that are required are stated and proved in the appendices. Exercises and solutions are included.