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Paperback Fundamentals of Stochastic Filtering Book

ISBN: 1441926429

ISBN13: 9781441926425

Fundamentals of Stochastic Filtering

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...

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Format: Paperback

Condition: New

$119.99
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