Fundamentals of Stochastic Filtering

Fundamentals of Stochastic Filtering by Alan Bain, Dan Crisan.

The objective of stochastic filtering is to determine the best estimate for the state of a stochastic dynamical system from partial observations. The solution of this problem in the linear case is the well known Kalman-Bucy filter which has found widespread practical application. The purpose of this...

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Bibliographic Details
Main Authors:	Bain, Alan (Author), Crisan, Dan (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York : Imprint: Springer, 2009.
Edition:	1st ed. 2009.
Series:	Stochastic Modelling and Applied Probability, 60 Springer eBook Collection.
Subjects:	Probabilities. Control engineering. Robotics. Mechatronics. Numerical analysis. Economics, Mathematical . Electronic resources (E-books)
Online Access:	Click to view e-book
Holy Cross Note:	Loaded electronically. Electronic access restricted to members of the Holy Cross Community.

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