Statistics of Random Processes II: Applications - Softcover

Liptser, Robert S.; Shiryaev, Albert N.

Softcover

ISBN 10: 3662100290 ISBN 13: 9783662100295

Publisher: Springer, 2013

Synopsis

11. Conditionally Gaussian Processes.- 12. Optimal Nonlinear Filtering: Interpolation and Extrapolation of Components of Conditionally Gaussian Processes.- 13. Conditionally Gaussian Sequences: Filtering and Related Problems.- 14. Application of Filtering Equations to Problems of Statistics of Random Sequences.- 15. Linear Estimation of Random Processes.- 16. Application of Optimal Nonlinear Filtering Equations to some Problems in Control Theory and Estimation Theory.- 17. Parameter Estimation and Testing of Statistical Hypotheses for Diffusion-Type Processes.- 18. Random Point Processes: Stieltjes Stochastic Integrals.- 19. The Structure of Local Martingales, Absolute Continuity of Measures for Point Processes, and Filtering.- 20. Asymptotically Optimal Filtering.

Edition details

• Publisher: Springer
• Publication date: 2013
• Language: English
• ISBN 10: 3662100290
• ISBN 13: 9783662100295
• Binding: Paperback
• Number of pages: 424