Filtering for Stochastic Processes With Applications to Guidance

Bucy, Richard S. & Joseph, Peter D.

Discusses stochastic integrals with respect to martingales, random fields, Riccati equation theory and realization of nonlinear filters.

Nog te verschijnen

€ 40,95

Bezorgen: Zodra beschikbaar

in winkelwagen naar verlanglijst

Beschrijving AMS Chelsea Publishing: Filtering for Stochastic Processes With Applications to Guidance

Discusses stochastic integrals with respect to martingales, random fields, Riccati equation theory and realization of nonlinear filters.