Stochastic Processes and Filtering Theory

Jazwinski Andrew H Jazwinski Andrew H.

ISBN 10: 0486462749 / ISBN 13: 9780486462745

Published by Dover Publications, Incorporated, 2007

About this Item

pp. xiv + 376.

Seller Inventory # 18784622

Bibliographic Details

• Title: Stochastic Processes and Filtering Theory
• Publisher: Dover Publications, Incorporated
• Publication Date: 2007
• Language: English
• ISBN 10: 0486462749
• ISBN 13: 9780486462745
• Binding: Soft cover
• 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.