Title: Stochastic Processes and Filtering Theory (Dover Books on Electrical Engineering)
Publisher: Dover Publications Inc 2008-01-25
Publication Date: 2008
Language: English
ISBN 10: 0486462749
ISBN 13: 9780486462745
Binding: Paperback
Condition: New

About this title

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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