Fundamentals of Stochastic Filtering 在線電子書 圖書標籤:
發表於2024-11-25
Fundamentals of Stochastic Filtering 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
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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Fundamentals of Stochastic Filtering 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024