Fundamentals of Stochastic Filtering (Stochastic Modelling and Applied Probability)

by Alan Bain (Author), Dan Crisan (Author)

New
Hardcover
2008
$173.66

This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods.

Synopsis

This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods.

$173.66

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20+ in stock

More Information

Format: Hardcover
Pages: 390
Edition: 1
Publisher: Springer
Published: 26 Nov 2008
ISBN 10: 0387768955
ISBN 13: 9780387768953

Fundamentals of Stochastic Filtering (Stochastic Modelling and Applied Probability)

New

$173.66

Synopsis

$173.66

More Information