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Nonlinear Filtering And Smoothing: An Introduction To Martingales, Stochastic Integrals And Estimation (Dover Books on Electrical Engineering) - Softcover
Synopsis
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. Many theorems feature heuristic proofs; others include rigorous proofs to reinforce physical understanding. Numerous end-of-chapter problems enhance the book's practical value.
"synopsis" may belong to another edition of this title.
- PublisherDover Publications
- Publication date2005
- ISBN 10 0486441644
- ISBN 13 9780486441641
- BindingPaperback
- LanguageEnglish
- Number of pages336
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Nonlinear Filtering And Smoothing: An Introduction To Martingales, Stochastic Integrals And Estimation (Dover Books on Electrical Engineering)
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Soft cover. Condition: As New. 2005 Dover Reprint. This is a fine, as new, 2005 Dover paperback reprint, blue spine. Seller Inventory # 098530
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Nonlinear filtering and smoothing. an introduction to martingales, stochastic integrals and estimation.
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Dover Publications, Mineola, 1984
ISBN 10: 0486441644
ISBN 13: 9780486441641
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Nonlinear Filtering And Smoothing: An Introduction To Martingales, Stochastic Integrals And Estimation (Dover Books on Electrical Engineering)
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Condition: Good. Cover/Case has some rubbing and edgewear. Access codes, CDs, slipcovers and other accessories may not be included. Seller Inventory # 2Y6JCK00B7WV_ns
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Nonlinear Filtering And Smoothing: An Introduction To Martingales, Stochastic Integrals And Estimation
Published by
Dover Publications, New York, 2005
ISBN 10: 0486441644
ISBN 13: 9780486441641
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Nonlinear Filtering And Smoothing: An Introduction To Martingales, Stochastic Integrals And Estimation (Dover Books on Electrical Engineering)
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