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Stochastic Processes and Filtering Theory - Softcover

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This book presents a unified treatment of linear and nonlinear filtering theory for engineers, with sufficient emphasis on applications to enable the reader to use the theory. The need for this book is twofold. First, although linear estimation theory is relatively well known, it is largely scattered in the journal literature and has not been collected in a single source. Second, available literature on the continuous nonlinear theory is...

  • PublisherAcademic Press
  • Publication date2012
  • ISBN 10 0124157432
  • ISBN 13 9780124157439
  • BindingPaperback
  • LanguageEnglish
  • Number of pages390
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Andrew H. Jazwinski
Published by Academic Press, 2012
ISBN 10: 0124157432 ISBN 13: 9780124157439
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