Nonlinear Filtering And Smoothing: An Introduction To Martingales, Stochastic Integrals And Estimation - Softcover

Book 21 of 28: Dover Books on Electrical Engineering

Venkatarama Krishnan

 
9780486441641: Nonlinear Filtering And Smoothing: An Introduction To Martingales, Stochastic Integrals And Estimation
Softcover
ISBN 10: 0486441644 ISBN 13: 9780486441641
Publisher: Dover Publications, 2005

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.

Publisher
Dover Publications
Publication date
2005
Language
English
ISBN 10 
0486441644
ISBN 13 
9780486441641
Binding
Paperback
Number of pages
336

Other Popular Editions of the Same Title

9780471898405: Nonlinear Filtering and Smoothing: An Introduction to Martingales, Stochastic Integrals, and Estimation

Featured Edition

ISBN 10:  0471898406 ISBN 13:  9780471898405
Publisher: Wiley, 1984
Hardcover