White Noise Theory of Prediction, Filtering, and Smoothing - Couverture rigide

Kallianpur, G.; Karandikar, Rajeeva L.

Couverture rigide

ISBN 10 : 2881246850 ISBN 13 : 9782881246852

Editeur : Gordon & Breach Science Publishers Ltd, 1988

Synopsis

Based on the author’s own research, this book rigorously and systematically develops the theory of Gaussian white noise measures on Hilbert spaces to provide a comprehensive account of nonlinear filtering theory. Covers Markov processes, cylinder and quasi-cylinder probabilities and conditional expectation as well as predictio0n and smoothing and the varied processes used in filtering. Especially useful for electronic engineers and mathematical statisticians for explaining the systematic use of finely additive white noise theory leading to a more simplified and direct presentation.

A propos du livre

Présentation de l'éditeur

Based on the author’s own research, this book rigorously and systematically develops the theory of Gaussian white noise measures on Hilbert spaces to provide a comprehensive account of nonlinear filtering theory. Covers Markov processes, cylinder and quasi-cylinder probabilities and conditional expectation as well as predictio0n and smoothing and the varied processes used in filtering. Especially useful for electronic engineers and mathematical statisticians for explaining the systematic use of finely additive white noise theory leading to a more simplified and direct presentation.

Détails de l'édition

• Éditeur: Gordon & Breach Science Publishers Ltd
• Date d'édition: 1988
• Langue: anglais
• ISBN 10: 2881246850
• ISBN 13: 9782881246852
• Reliure: Relié
• Nombre de pages: 614
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible