Statistics of Random Processes I. General Theory

Statistics of Random Processes I. General Theory / by Robert S. Liptser, Albert N. Shiryaev.

The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The required mathematical background is presented in the first...

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Bibliographic Details
Main Authors: Liptser, Robert S. (Author), Shiryaev, Albert N. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2001.
Edition:2nd ed. 2001.
Series:Stochastic Modelling and Applied Probability, 5
Springer eBook Collection.
Subjects:
Dynamics.
Ergodic theory.
Probabilities.
Statistics .
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