Merkzettel Warenkorb
  • Produktbild: Fundamentals of Stochastic Filtering
  • Produktbild: Fundamentals of Stochastic Filtering
Band 60 - 10%

Fundamentals of Stochastic Filtering

Aus der Reihe Stochastic Modelling and Applied Probability Band 60
10% sparen

109,99 € UVP 123,04 €

inkl. MwSt, Versandkostenfrei

Lieferung nach Hause

Beschreibung

Details

Einband

Taschenbuch

Erscheinungsdatum

19.11.2010

Verlag

Springer Us

Seitenzahl

390

Maße (L/B/H)

23,5/15,5/2,2 cm

Gewicht

617 g

Auflage

2009

Sprache

Englisch

ISBN

978-1-4419-2642-5

Beschreibung

Rezension

From the reviews:

“This book provides a rigorous mathematical treatment of the nonlinear stochastic filtering problem with particular emphasis on numerical methods. … The text is essentially self-contained … . In an appendice the required results from measure theory and stochastic analysis are stated and proved. Intended readers are researchers and graduate students that have an interest in theoretical aspects of stochastic filtering. The text is supplemented with many exercises and detailed solutions. … a standard reference for teaching and working in the field of stochastic filtering.” (H. M. Mai,

Zentralblatt MATH, Vol. 1176, 2010)

“This book is one of the few books dealing with both the theoretical foundations and modern stochastic particle techniques in stochastic filtering through the entire text. … I highly recommend this book to any researcher in applied mathematics, as well as to any researchers in engineering and computer sciences with some background in statistics and probability. … The book can also serve as a useful text for an informal seminar or a second year graduate course on stochastic filtering.” (Pierre Del Moral, Bulletin of the American Mathematical Society, Vol. 48 (2), April, 2011)

Zitat

From the reviews: "This book provides a rigorous mathematical treatment of the nonlinear stochastic filtering problem with particular emphasis on numerical methods. ... The text is essentially self-contained ... . In an appendice the required results from measure theory and stochastic analysis are stated and proved. Intended readers are researchers and graduate students that have an interest in theoretical aspects of stochastic filtering. The text is supplemented with many exercises and detailed solutions. ... a standard reference for teaching and working in the field of stochastic filtering." (H. M. Mai, Zentralblatt MATH, Vol. 1176, 2010) "This book is one of the few books dealing with both the theoretical foundations and modern stochastic particle techniques in stochastic filtering through the entire text. ... I highly recommend this book to any researcher in applied mathematics, as well as to any researchers in engineering and computer sciences with some background in statistics and probability. ... The book can also serve as a useful text for an informal seminar or a second year graduate course on stochastic filtering." (Pierre Del Moral, Bulletin of the American Mathematical Society, Vol. 48 (2), April, 2011)

Details

Einband

Taschenbuch

Erscheinungsdatum

19.11.2010

Verlag

Springer Us

Seitenzahl

390

Maße (L/B/H)

23,5/15,5/2,2 cm

Gewicht

617 g

Auflage

2009

Sprache

Englisch

ISBN

978-1-4419-2642-5

Herstelleradresse

Springer-Verlag GmbH
Tiergartenstr. 17
69121 Heidelberg
DE

Email: ProductSafety@springernature.com

Weitere Bände von Stochastic Modelling and Applied Probability

Weitere Bände von Stochastic Modelling and Applied Probability

Unsere Kundinnen und Kunden meinen

0 Bewertungen

Informationen zu Bewertungen

Zur Abgabe einer Bewertung ist eine Anmeldung im Konto notwendig. Die Authentizität der Bewertungen wird von uns nicht überprüft. Wir behalten uns vor, Bewertungstexte, die unseren Richtlinien widersprechen, entsprechend zu kürzen oder zu löschen.

Verfassen Sie die erste Bewertung zu diesem Artikel

Helfen Sie anderen Kund*innen durch Ihre Meinung

Unsere Kundinnen und Kunden meinen

0 Bewertungen filtern
  • Produktbild: Fundamentals of Stochastic Filtering
  • Produktbild: Fundamentals of Stochastic Filtering
  • Filtering Theory.- The Stochastic Process ?.- The Filtering Equations.- Uniqueness of the Solution to the Zakai and the Kushner–Stratonovich Equations.- The Robust Representation Formula.- Finite-Dimensional Filters.- The Density of the Conditional Distribution of the Signal.- Numerical Algorithms.- Numerical Methods for Solving the Filtering Problem.- A Continuous Time Particle Filter.- Particle Filters in Discrete Time.