Fundamentals of Stochastic Filtering |
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| Author:
| Bain, Alan
Crisan, Dan |
| Series title: | Stochastic Modelling and Applied Probability Ser. |
| ISBN: | 978-1-4419-2642-5 |
| Publication Date: | Nov 2010 |
| Publisher: | Springer New York
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| Imprint: | Springer |
| Book Format: | Paperback |
| List Price: | USD $119.99 |
Book Description:
|
This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods.
This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods.