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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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Add 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 to the inventory that you are selling on WonderClubX
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Add 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 to your collection on WonderClub |