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Fundamentals of Stochastic Filtering Book

Fundamentals of Stochastic Filtering
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Fundamentals of Stochastic Filtering, This book provides a rigorous mathematical treatment of the non-linear shastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle me, Fundamentals of Stochastic Filtering
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  • Fundamentals of Stochastic Filtering
  • Written by author Alan Bain
  • Published by Springer-Verlag New York, LLC, 11/19/2010
  • This book provides a rigorous mathematical treatment of the non-linear shastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle me
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Book Categories

Authors

Introduction.- The Shastic Process.- The Filtering Equations.- Uniqueness of the Solution to the Zakai and the Kushner-Stratonovitch Equations.- Other results.- Finite Dimensional Filters.- The Density of the Conditional Distribution of the Signal.- Numerical Methods for Solving the Filtering Problem.- A Continuous Time Particle Filter.- Particle Filters in Discrete Time.- Measure Theory.- Shastic Analysis.- References.


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Fundamentals of Stochastic Filtering, This book provides a rigorous mathematical treatment of the non-linear shastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle me, Fundamentals of Stochastic Filtering

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Fundamentals of Stochastic Filtering, This book provides a rigorous mathematical treatment of the non-linear shastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle me, Fundamentals of Stochastic Filtering

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Fundamentals of Stochastic Filtering, This book provides a rigorous mathematical treatment of the non-linear shastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle me, Fundamentals of Stochastic Filtering

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