Nonlinear Filtering and Smoothing

Nonlinear Filtering and Smoothing

An Introduction to Martingales, Stochastic Integrals, and Estimation

eBook - 2005
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Appropriate for upper-level undergraduates and graduate students, this volume addresses the fundamental concepts of martingales, stochastic integrals, and estimation. Written by an engineer for engineers, it emphasizes applications. Many theorems feature heuristic proofs; others include rigorous proofs to reinforce physical understanding. Numerous end-of-chapter problems enhance the book's practical value.
Publisher: Mineola, NY : Dover Publications, 2005.
ISBN: 9780486781839
0486781836
Branch Call Number: Internet Access
Characteristics: 1 online resource.

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