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Fundamentals of Stochastic Filtering 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Bain, Alan/ Crisan, Dan 作者

译者

2008-10 出版日期

408 页数

$ 101.69 价格

丛书系列

9780387768953 图书编码

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Fundamentals of Stochastic Filtering 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Fundamentals of Stochastic Filtering 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Fundamentals of Stochastic Filtering 在线电子书图书描述

This book provides 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 to be familiar with measure theory, probability theory and the basics of stochastic processes. Most of the technical results that are required are stated and proved in the appendices. Exercises and solutions are included.

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