An Introduction to Stochastic Filtering Theory 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Jie Xiong 作者

Oxford University Press, USA

译者

2008-9-15 出版日期

224 页数

USD 99.00 价格

Hardcover

Oxford Graduate Texts in Mathematics 丛书系列

9780199219704 图书编码

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An Introduction to Stochastic Filtering Theory 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance. As a topic, Stochastic Filtering Theory has progressed rapidly in recent years. For example, the (branching) particle system representation of the optimal filter has been extensively studied to seek more effective numerical approximations of the optimal filter; the stability of the filter with "incorrect" initial state, as well as the long-term behavior of the optimal filter, has attracted the attention of many researchers; and although still in its infancy, the study of singular filtering models has yielded exciting results. In this text, Jie Xiong introduces the reader to the basics of Stochastic Filtering Theory before covering these key recent advances. The text is written in a style suitable for graduates in mathematics and engineering with a background in basic probability.

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