Published by Oxford University Press, 2008
ISBN 10: 0199219702 ISBN 13: 9780199219704
Language: English
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Published by Oxford University Press, 2008
ISBN 10: 0199219702 ISBN 13: 9780199219704
Language: English
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Published by Oxford University Press, 2008
ISBN 10: 0199219702 ISBN 13: 9780199219704
Language: English
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Published by Oxford University Press, 2008
ISBN 10: 0199219702 ISBN 13: 9780199219704
Language: English
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Published by Oxford University Press, 2008
ISBN 10: 0199219702 ISBN 13: 9780199219704
Language: English
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Published by Oxford University Press, Oxford, 2008
ISBN 10: 0199219702 ISBN 13: 9780199219704
Language: English
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Add to basketHardcover. Condition: new. Hardcover. Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance.As a topic, Stochastic Filtering Theory has progressed rapidly in recent years. For example, the (branching) particle system representation of the optimal filter has been extensively studied to seek more effective numerical approximations of theoptimal filter; the stability of the filter with "incorrect" initial state, as well as the long-term behavior of the optimal filter, has attracted the attention of many researchers; and although still inits infancy, the study of singular filtering models has yielded exciting results. In this text, Jie Xiong introduces the reader to the basics of Stochastic Filtering Theory before covering these key recent advances. The text is written in a style suitable for graduates in mathematics and engineering with a background in basic probability. Stochastic filtering theory is a field that has seen a rapid development in recent years and this book, aimed at graduates and researchers in applied mathematics, provides an accessible introduction covering recent developments. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Published by Oxford University Press, 2008
ISBN 10: 0199219702 ISBN 13: 9780199219704
Language: English
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Published by Oxford University Press, 2008
ISBN 10: 0199219702 ISBN 13: 9780199219704
Language: English
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Add to basketHRD. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Published by Oxford University Press, 2008
ISBN 10: 0199219702 ISBN 13: 9780199219704
Language: English
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Add to basketHardback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 586.