White Noise Theory of Prediction, Filtering and Smoothing

Kallianpur, Gopinath

ISBN 10: 2881246850 / ISBN 13: 9782881246852
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Based on the author’s own research, this book rigorously and systematically develops the theory of Gaussian white noise measures on Hilbert spaces to provide a comprehensive account of nonlinear filtering theory. Covers Markov processes, cylinder and quasi-cylinder probabilities and conditional expectation as well as predictio0n and smoothing and the varied processes used in filtering. Especially useful for electronic engineers and mathematical statisticians for explaining the systematic use of finely additive white noise theory leading to a more simplified and direct presentation.

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Title: White Noise Theory of Prediction, Filtering ...
Publication Date: 1988
Binding: HRD
Book Condition: New

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Kallianpur, Gopinath ; Karandikar, Rajeeva L.:
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Gopinath Kallianpur
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Gopinath Kallianpur
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Book Description CRC Press, 1988. Condition: Fair. Volume 3. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Seller Inventory # 6842546

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G. Kallianpur; Rajeeva Karandikar
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