Stochastic Processes and Filtering Theory (Dover Books on Electrical Engineering) - Softcover

Book 11 of 28: Dover Books on Electrical Engineering

Jazwinski, Andrew H

 
9780486462745: Stochastic Processes and Filtering Theory (Dover Books on Electrical Engineering)

Synopsis

This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, it discusses numerous practical applications as well. 1970 edition.

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