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Filtering for Stochastic Processes With Applications to Guidance - Hardcover

 
9780828403269: Filtering for Stochastic Processes With Applications to Guidance
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This second edition preserves the original text of 1968, with clarification and added references. From the Preface to the Second Edition: ""Since the First Edition of this book, numerous important results have appeared--in particular stochastic integrals with respect to martingales, random fields, Riccati equation theory and realization of nonlinear filters, to name a few. In Appendix D, an attempt is made to provide some of the references that the authors have found useful and to comment on the relation of the cited references to the field ...[W]e hope that this new edition will have the effect of hastening the day when the nonlinear filter will enjoy the same popularity in applications as the linear filter does now.

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  • PublisherChelsea Pub Co
  • Publication date1987
  • ISBN 10 0828403260
  • ISBN 13 9780828403269
  • BindingHardcover

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Other Popular Editions of the Same Title

9780821837825: Filtering for Stochastic Processes with Applications to Guidance (AMS Chelsea Publishing)

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ISBN 10:  0821837826 ISBN 13:  9780821837825
Publisher: American Mathematical Society, 2007
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  • 9780470116524: Filtering for Stochastic Processes with Applications to Guidance (Tracts in Pure & Applied Mathematics)

    John W..., 1969
    Hardcover

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Bucy, Richard S., Joseph, Peter D.
Published by Chelsea Pub Co (1987)
ISBN 10: 0828403260 ISBN 13: 9780828403269
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