Stochastic Processes and Filtering Theory (Volume 64) (Mathematics in Science & Engineering, Volume 64) - Hardcover

Jazwinski, Andrew H.

 
9780123815507: Stochastic Processes and Filtering Theory (Volume 64) (Mathematics in Science & Engineering, Volume 64)
Hardcover
ISBN 10: 0123815509 ISBN 13: 9780123815507
Verlag: Academic Press Inc, 1970

Inhaltsangabe

This book presents a unified treatment of linear and nonlinear filtering theory for engineers, with sufficient emphasis on applications to enable the reader to use the theory. The need for this book is twofold. First, although linear estimation theory is relatively well known, it is largely scattered in the journal literature and has not been collected in a single source. Second, available literature on the continuous nonlinear theory is quite esoteric and controversial, and thus inaccessible to engineers uninitiated in measure theory and stochastic differential equations. Furthermore, it is not clear from the available literature whether the nonlinear theory can be applied to practical engineering problems. In attempting to fill the stated needs, the author has retained as much mathematical rigor as he felt was consistent with the prime objective―to explain the theory to engineers. Thus, the author has avoided measure theory in this book by using mean square convergence, on the premise that everyone knows how to average. As a result, the author only requires of the reader background in advanced calculus, theory of ordinary differential equations, and matrix analysis.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Reseña del editor

This book presents a unified treatment of linear and nonlinear filtering theory for engineers, with sufficient emphasis on applications to enable the reader to use the theory. The need for this book is twofold. First, although linear estimation theory is relatively well known, it is largely scattered in the journal literature and has not been collected in a single source. Second, available literature on the continuous nonlinear theory is quite esoteric and controversial, and thus inaccessible to engineers uninitiated in measure theory and stochastic differential equations. Furthermore, it is not clear from the available literature whether the nonlinear theory can be applied to practical engineering problems. In attempting to fill the stated needs, the author has retained as much mathematical rigor as he felt was consistent with the prime objective" to explain the theory to engineers. Thus, the author has avoided measure theory in this book by using mean square convergence, on the premise that everyone knows how to average. As a result, the author only requires of the reader background in advanced calculus, theory of ordinary differential equations, and matrix analysis.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Academic Press Inc
Erscheinungsdatum
1970
Sprache
Englisch
ISBN 10 
0123815509
ISBN 13 
9780123815507
Einband
Tapa dura
Anzahl der Seiten
376
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Yeepin GmbH
492000000000
sunshine12232@outlook.com

Alleestr.11
Kaiserslautern
Rheinland-Pfalz
67655
Deutschland

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9780486462745: Stochastic Processes and Filtering Theory (Dover Books on Electrical Engineering)

Vorgestellte Ausgabe

ISBN 10:  0486462749 ISBN 13:  9780486462745
Verlag: Dover Publications Inc, 2008
Softcover