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Mathematics of Kalman-Bucy filtering (Springer series in information sciences)

P. A Ruymgaart

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ISBN 10: 0387135081 / ISBN 13: 9780387135083
Published by Springer-Verlag, 1985
Used Condition: Very Good Hardcover
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About this Item

No markings in book. Binding is tight. Light rubbing to edges. A mathematically complete and simple treatment of the Kalman-Bucy filter based on operations in Hilbert spaces. This development begins with a thorough treatment of calculus in mean square and of linear differential equations with stochastic inputs. Bookseller Inventory # 3003841

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Bibliographic Details

Title: Mathematics of Kalman-Bucy filtering (...

Publisher: Springer-Verlag

Publication Date: 1985

Binding: Hardcover

Book Condition:Very Good

About this title


The second edition has not deviated significantly from the first. The printing of this edition, however, has allowed us to make a number of corrections which escaped our scrutiny at the time of the first printing, and to generally improve and tighten our presentation of the material. Many of these changes were suggested to us by colleagues and readers and their kindness in doing so is greatly appreciated. Delft, The Netherlands and P. A. Ruymgaart Buffalo, New York, December, 1987 T. T. Soong Preface to the First Edition Since their introduction in the mid 1950s, the filtering techniques developed by Kalman, and by Kalman and Bucy have been widely known and widely used in all areas of applied sciences. Starting with applications in aerospace engineering, their impact has been felt not only in all areas of engineering but as all also in the social sciences, biological sciences, medical sciences, as well other physical sciences. Despite all the good that has come out of this devel­ opment, however, there have been misuses because the theory has been used mainly as a tool or a procedure by many applied workers without fully understanding its underlying mathematical workings. This book addresses a mathematical approach to Kalman-Bucy filtering and is an outgrowth of lectures given at our institutions since 1971 in a sequence of courses devoted to Kalman-Bucy filters.

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