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Fundamentals of Stochastic Filtering - Alan Bain; Dan Crisan
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Alan Bain; Dan Crisan:
Fundamentals of Stochastic Filtering - used book

ISBN: 0387768955

ID: 14964613

Many aspects of phenomena critical to our lives can not be measured directly. Fortunately models of these phenomena, together with more limited obs- vations frequently allow us to make reasonable inferences about the state of the systems that a'ect us. The process of using partial observations and a stochastic model to make inferences about an evolving system is known as stochastic ?ltering. The objective of this text is to assist anyone who would like to become familiar with the theory of stochastic ?ltering, whether graduate student or more experienced scientist. The majority of the fundamental results of the subject are presented using modern methods making them readily available for reference. The book may also be of interest to practitioners of stochastic ?ltering, who wish to gain a better understanding of the underlying theory. Stochastic ?ltering in continuous time relies heavily on measure theory, stochasticprocessesandstochasticcalculus.Whileknowledgeofbasicmeasure theory and probability is assumed, the text is largely self-contained in that the majority of the results needed are stated in two appendices. This should make it easy for the book to be used as a graduate teaching text. With this in mind, each chapter contains a number of exercises, with solutions detailed at the end of the chapter. used books,books Books, Springer

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Fundamentals of Stochastic Filtering - Alan Bain
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Alan Bain:
Fundamentals of Stochastic Filtering - new book

2008, ISBN: 0387768955

ID: 9730367890

[EAN: 9780387768953], Neubuch, [SC: 0.0], [PU: Springer-Verlag Gmbh Okt 2008], STOCHASTIK; MATHEMATICS / APPLIED; PROBABILITY & STATISTICS GENERAL, Neuware - The objective of stochastic filtering is to determine the best estimate for the state of a stochastic dynamical system from partial observations. The solution of this problem in the linear case is the well known Kalman-Bucy filter which has found widespread practical application. The purpose of this book is to provide a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient background to enable study of the recent literature. While no prior knowledge of stochastic filtering is required, readers are assumed to be familiar with measure theory, probability theory and the basics of stochastic processes. Most of the technical results that are required are stated and proved in the appendices. The book is intended as a reference for graduate students and researchers interested in the field. It is also suitable for use as a text for a graduate level course on stochastic filtering (suitable exercises and solutions are included). 390 pp. Englisch

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Fundamentals of Stochastic Filtering - Bain, Alan / Crisan, Dan
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Bain, Alan / Crisan, Dan:
Fundamentals of Stochastic Filtering - used book

ISBN: 9780387768953

ID: 1181826

The objective of stochastic filtering is to determine the best estimate for the state of a stochastic dynamical system from partial observations. The solution of this problem in the linear case is the well known Kalman-Bucy filter which has found widespread practical application. The purpose of this book is to provide a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient background to enable study of the recent literature. While no prior knowledge of stochastic filtering is required, readers are assumed to be familiar with measure theory, probability theory and the basics of stochastic processes. Most of the technical results that are required are stated and proved in the appendices. The book is intended as a reference for graduate students and researchers interested in the field. It is also suitable for use as a text for a graduate level course on stochastic filtering (suitable exercises and solutions are included). Fundamentals of Stochastic Filtering Bain, Alan / Crisan, Dan, Springer

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Fundamentals of Stochastic Filtering (Stochastic Modelling and Applied Probability, Band 60) - Alan Bain, Dan Crisan
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Alan Bain, Dan Crisan:
Fundamentals of Stochastic Filtering (Stochastic Modelling and Applied Probability, Band 60) - hardcover

ISBN: 0387768955

[SR: 101435], Gebundene Ausgabe, [EAN: 9780387768953], Springer, Springer, Book, [PU: Springer], Springer, 60508011, Computertechnik für Ingenieure, 60448011, Ingenieurwesen & Technik, 60447011, Architektur, Technik & Ingenieurswesen, 54071011, Genres, 52044011, Fremdsprachige Bücher, 60580011, Mechanik, 60448011, Ingenieurwesen & Technik, 60447011, Architektur, Technik & Ingenieurswesen, 54071011, Genres, 52044011, Fremdsprachige Bücher, 56254011, Wahrscheinlichkeit & Statistik, 56248011, Angewandte Mathematik, 56214011, Mathematik, 56047011, Wissenschaft, 54071011, Genres, 52044011, Fremdsprachige Bücher, 56220011, Zahlensysteme, 56214011, Mathematik, 56047011, Wissenschaft, 54071011, Genres, 52044011, Fremdsprachige Bücher

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Fundamentals of Stochastic Filtering (Stochastic Modelling and Applied Probability, Band 60) - Alan Bain, Dan Crisan
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Alan Bain, Dan Crisan:
Fundamentals of Stochastic Filtering (Stochastic Modelling and Applied Probability, Band 60) - hardcover

ISBN: 0387768955

[SR: 101435], Gebundene Ausgabe, [EAN: 9780387768953], Springer, Springer, Book, [PU: Springer], Springer, 60508011, Computertechnik für Ingenieure, 60448011, Ingenieurwesen & Technik, 60447011, Architektur, Technik & Ingenieurswesen, 54071011, Genres, 52044011, Fremdsprachige Bücher, 60580011, Mechanik, 60448011, Ingenieurwesen & Technik, 60447011, Architektur, Technik & Ingenieurswesen, 54071011, Genres, 52044011, Fremdsprachige Bücher, 56254011, Wahrscheinlichkeit & Statistik, 56248011, Angewandte Mathematik, 56214011, Mathematik, 56047011, Wissenschaft, 54071011, Genres, 52044011, Fremdsprachige Bücher, 56220011, Zahlensysteme, 56214011, Mathematik, 56047011, Wissenschaft, 54071011, Genres, 52044011, Fremdsprachige Bücher

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Details of the book
Fundamentals of Stochastic Filtering

This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient background to enable study of the recent literature. While no prior knowledge of stochastic filtering is required, readers are assumed to be familiar with measure theory, probability theory and the basics of stochastic processes. Most of the technical results that are required are stated and proved in the appendices. Exercises and solutions are included.

Details of the book - Fundamentals of Stochastic Filtering


EAN (ISBN-13): 9780387768953
ISBN (ISBN-10): 0387768955
Hardcover
Paperback
Publishing year: 2008
Publisher: Springer-Verlag GmbH
390 Pages
Weight: 0,680 kg
Language: eng/Englisch

Book in our database since 25.01.2008 03:20:11
Book found last time on 11.11.2017 23:35:23
ISBN/EAN: 9780387768953

ISBN - alternate spelling:
0-387-76895-5, 978-0-387-76895-3


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