Nonlinear Filtering and Smoothing
Author | : Venkatarama Krishnan |
Publisher | : Courier Corporation |
Total Pages | : 353 |
Release | : 2005-01-01 |
ISBN-10 | : 9780486441641 |
ISBN-13 | : 0486441644 |
Rating | : 4/5 (644 Downloads) |
Book Synopsis Nonlinear Filtering and Smoothing by : Venkatarama Krishnan
Download or read book Nonlinear Filtering and Smoothing written by Venkatarama Krishnan and published by Courier Corporation. This book was released on 2005-01-01 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt: Appropriate for upper-level undergraduates and graduate students, this volume addresses the fundamental concepts of martingales, stochastic integrals, and estimation. Written by an engineer for engineers, it emphasizes applications.