Stochastic Processes and Filtering Theory

 
9780124157439: Stochastic Processes and Filtering Theory

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.

"synopsis" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Jazwinski, Andrew H.
Published by Academic Press
ISBN 10: 0124157432 ISBN 13: 9780124157439
New Paperback Quantity Available: 1
Seller
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description Academic Press. Paperback. Book Condition: Brand New. 390 pages. 9.00x6.00x0.88 inches. In Stock. Bookseller Inventory # zk0124157432

More Information About This Seller | Ask Bookseller a Question

Buy New
110.30
Convert Currency

Add to Basket

Shipping: 6
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

Jazwinski, Andrew H.
Published by Academic Press (1970)
ISBN 10: 0124157432 ISBN 13: 9780124157439
New Paperback Quantity Available: 1
Seller
Irish Booksellers
(Rumford, ME, U.S.A.)
Rating
[?]

Book Description Academic Press, 1970. Paperback. Book Condition: New. book. Bookseller Inventory # 124157432

More Information About This Seller | Ask Bookseller a Question

Buy New
121
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds