Nonlinear Filtering and Smoothing An Introduction to Martingales, Stochastic Integrals and Estimation |
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| Author:
| Krishnan, Venkatarama |
| Series title: | Dover Books on Electrical Engineering Ser. |
| ISBN: | 978-0-486-44164-1 |
| Publication Date: | Jul 2005 |
| Publisher: | Dover Publications, Incorporated
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| Book Format: | Paperback |
| List Price: | USD $19.95 |
Book Description:
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Appropriate for upper-level undergraduates and graduate students, this volume addresses the fundamental concepts of martingales, stochastic integrals, and estimation. Written by an engineer for engineers, it emphasizes applications.
Appropriate for upper-level undergraduates and graduate students, this volume addresses the fundamental concepts of martingales, stochastic integrals, and estimation. Written by an engineer for engineers, it emphasizes applications.