Stochastic Processes and Filtering Theory - Couverture rigide

Livre 11 sur 28: Dover Books on Electrical Engineering

Jazwinski, Andrew H.

 
9780123815507: Stochastic Processes and Filtering Theory
Couverture rigide
ISBN 10 : 0123815509 ISBN 13 : 9780123815507
Editeur : Academic Press Inc, 1970

Synopsis

This book presents a unified treatment of linear and nonlinear filtering theory for engineers, with sufficient emphasis on applications to enable the reader to use the theory. The need for this book is twofold. First, although linear estimation theory is relatively well known, it is largely scattered in the journal literature and has not been collected in a single source. Second, available literature on the continuous nonlinear theory is quite esoteric and controversial, and thus inaccessible to engineers uninitiated in measure theory and stochastic differential equations. Furthermore, it is not clear from the available literature whether the nonlinear theory can be applied to practical engineering problems. In attempting to fill the stated needs, the author has retained as much mathematical rigor as he felt was consistent with the prime objective―to explain the theory to engineers. Thus, the author has avoided measure theory in this book by using mean square convergence, on the premise that everyone knows how to average. As a result, the author only requires of the reader background in advanced calculus, theory of ordinary differential equations, and matrix analysis.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This book presents a unified treatment of linear and nonlinear filtering theory for engineers, with sufficient emphasis on applications to enable the reader to use the theory. The need for this book is twofold. First, although linear estimation theory is relatively well known, it is largely scattered in the journal literature and has not been collected in a single source. Second, available literature on the continuous nonlinear theory is quite esoteric and controversial, and thus inaccessible to engineers uninitiated in measure theory and stochastic differential equations. Furthermore, it is not clear from the available literature whether the nonlinear theory can be applied to practical engineering problems. In attempting to fill the stated needs, the author has retained as much mathematical rigor as he felt was consistent with the prime objective-to explain the theory to engineers. Thus, the author has avoided measure theory in this book by using mean square convergence, on the premise that everyone knows how to average. As a result, the author only requires of the reader background in advanced calculus, theory of ordinary differential equations, and matrix analysis.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Academic Press Inc
Date d'édition
1970
Langue
anglais
ISBN 10 
0123815509
ISBN 13 
9780123815507
Reliure
Relié
Nombre de pages
376
Coordonnées du fabricant
non disponible
Personne responsable
Yeepin GmbH
492000000000
sunshine12232@outlook.com

Alleestr.11
Kaiserslautern
Rheinland-Pfalz
67655
Allemagne

Autres éditions populaires du même titre

9780486462745: Stochastic Processes and Filtering Theory

Edition présentée

ISBN 10 :  0486462749 ISBN 13 :  9780486462745
Editeur : Dover Publications Inc., 2008
Couverture souple