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Filtering For Stochastic Processes With Applications To Guidance - Hardcover

 
9780821837825: Filtering For Stochastic Processes With Applications To Guidance

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This second edition preserves the original text of 1968, with clarification and added references. From the Preface to the Second Edition: "Since the First Edition of this book, numerous important results have appeared--in particular stochastic integrals with respect to martingales, random fields, Riccati equation theory and realization of nonlinear filters, to name a few. In Appendix D, an attempt is made to provide some of the references that the authors have found useful and to comment on the relation of the cited references to the field ... [W]e hope that this new edition will have the effect of hastening the day when the nonlinear filter will enjoy the same popularity in applications as the linear filter does now."

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9780470116524: Filtering for stochastic processes with applications to guidance (Interscience tracts in pure and applied mathematics)

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ISBN 10:  0470116528 ISBN 13:  9780470116524
Publisher: Interscience Publishers, 1968
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Richard S. Bucy
Published by American Mathematical Society, 2005
ISBN 10: 0821837826 ISBN 13: 9780821837825
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Richard S. Bucy, Peter D. Joseph
Published by American Mathematical Society, 2005
ISBN 10: 0821837826 ISBN 13: 9780821837825
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