Stochastic Processes and Filtering Theory (Paperback)
Andrew H. Jazwinski
Sold by CitiRetail, Stevenage, United Kingdom
AbeBooks Seller since 29 June 2022
New - Soft cover
Condition: new
Quantity: 1 available
Add to basketSold by CitiRetail, Stevenage, United Kingdom
AbeBooks Seller since 29 June 2022
Condition: new
Quantity: 1 available
Add to basketPaperback. 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, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probability theory and stochastic processes, the author introduces and defines the problems of filtering, prediction, and smoothing. He presents the mathematical solutions to nonlinear filtering problems, and he specializes the nonlinear theory to linear problems. The final chapters deal with applications, addressing the development of approximate nonlinear filters, and presenting a critical analysis of their performance. This unified treatment presents material previously available only in journals, and in terms accessible to engineering students. Although theory is emphasized, it discusses numerous practical applications as well. 1970 edition. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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