Name: Stochastic Processes and Filtering Theory (Dover Books on Electrical Engineering) (en Inglés)
Price: 29650.00 CLP
Availability: InStock
Author: Jazwinski, Andrew H.
ISBN: 9780486462745

portada Stochastic Processes and Filtering Theory (Dover Books on Electrical Engineering) (en Inglés)

Formato

Libro Físico

Autor

Andrew H. Jazwinski

Editorial

Dover Publications

Año

2008

Idioma

Inglés

N° páginas

400

Encuadernación

Tapa Blanda

Dimensiones

21.6 x 15.4 x 1.9 cm

Peso

0.40 kg.

ISBN

0486462749

ISBN13

9780486462745

N° edición

Categorías

Inferencia bayesiana

Stochastic Processes and Filtering Theory (Dover Books on Electrical Engineering) (en Inglés)

Andrew H. Jazwinski (Autor) · Dover Publications · Tapa Blanda

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Origen: Estados Unidos (Costos de importación incluídos en el precio)

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Reseña del libro "Stochastic Processes and Filtering Theory (Dover Books on Electrical Engineering) (en Inglés)"

This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probability theory and stochastic processes, the author introduces and defines the problems of filtering, prediction, and smoothing. He presents the mathematical solutions to nonlinear filtering problems, and he specializes the nonlinear theory to linear problems. The final chapters deal with applications, addressing the development of approximate nonlinear filters, and presenting a critical analysis of their performance.