The Oxford Handbook of Nonlinear Filtering

by Boris Rozovskii

In many areas of human endeavor, the systems involved are not available for direct measurement. Instead, by combining mathematical models for a system's evolution with partial observations of its evolving state, we can make reasonable inferences about it. The increasing complexity of the
modern world makes this analysis and synthesis of high-volume data an essential feature in many real-world problems.

The celebrated Kalman-Bucy filter,...

• Format: Hardcover
• Language: English
• ISBN: 0199532907
• ISBN13: 9780199532902
• Release Date: April 2011
• Publisher: Oxford University Press, USA
• Length: 1088 Pages
• Weight: 4.40 lbs.
• Dimensions: 2.5" x 6.9" x 9.7"