Kalman Filtering Theory Application (19 results)
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Published by Institute of Electrical and Electronics Engineers, Inc. (IEEE), New York 1985
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Hardcover. Condition: Fine. Dust Jacket Condition: Very Good. Reprint. 457pp.incl.index; HB red w/gilt; fine condition w/clean,tight pgs. DJ lavender w/purple; some rub w/wear on edges&corners. "This book contains a broad collection of both state-of-the-art application papers and the germinal theoretical papers upon which all th…e applications are based.".
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variations and other inaccuracies, and produce estimates that tend to be closer to the true unknown val…ues than those that would be based on a single measurement alone. This Brief offers developments on Kalman filtering subject to general linear constraints. There are essentially three types of contributions: new proofs for results already established; new results within the subject; and applications in investment analysis and macroeconomics, where the proposed methods are illustrated and evaluated. The Brief has a short chapter on linear state space models and the Kalman filter, aiming to make the book self-contained and to give a quick reference to the reader (notation and terminology). The prerequisites would be a contact with time series analysis in the level of Hamilton (1994) or Brockwell & Davis (2002) and also with linear state models and the Kalman filter - each of these books has a chapter entirely dedicated to the subject. The book is intended for graduate students, researchers and practitioners in statistics (specifically: time series analysis and econometrics).
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Taschenbuch. Condition: Neu. Restricted Kalman Filtering | Theory, Methods, and Application | Adrian Pizzinga | Taschenbuch | SpringerBriefs in Statistics | x | Englisch | 2012 | Springer | EAN 9781461447375 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]sp…ringer[dot]com | Anbieter: preigu.
