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Linear & Nonlinear Filtering for Engineers & Scientists (Applied Mathematics)
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ISBN
:
9789810236090
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Publisher
:
World Scientific Pub Co Inc
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Subject
:
Technology, Engineering, Agriculture, Mathematics
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Binding
:
HARDCOVER
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Pages
:
256
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Year
:
1999
₹
10833.0
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₹
9316.0
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Description
Combines both rigour and intuition to derive most of the classical results of linear and nonlinear filtering and beyond. The book provides a theoretical basis for the numerical solution of nonlinear filter equations illustrated by multidimensional examples. It also provides a foundation for theoretical understanding of the subject based on the theory of stochastic differential equations.
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