Error title
Some error text about your books and stuff.
Stochastic Processes & Filtering Theory cover
  • ISBN: 9780123815507
  • ISBN10: 0123815509

Stochastic Processes & Filtering Theory

by Jazwinski, A. H. A

  • List Price: $99.95
  • Binding: Hardcover
  • Publisher: Academic Press
  • Publish date: 02/01/1970
used Add to Cart $30.67
You save: 69%
Marketplace Item
new Add to Cart $94.83
You save: 5%
Marketplace Item
License: 30 days
This book presents a unified treatment of linear and nonlinear filtering theory for engineers, with sufficient emphasis on applications to enable the reader to use the theory. The need for this book is twofold. First, although linear estimation theory is relatively well known, it is largely scattered in the journal literature and has not been collected in a single source. Second, available literature on the continuous nonlinear theory is quite esoteric and controversial, and thus inaccessible to engineers uninitiated in measure theory and stochastic differential equations. Furthermore, it is not clear from the available literature whether the nonlinear theory can be applied to practical engineering problems. In attempting to fill the stated needs, the author has retained as much mathematical rigor as he felt was consistent with the prime objectiveb"to explain the theory to engineers. Thus, the author has avoided measure theory in this book by using mean square convergence, on the premise that everyone knows how to average. As a result, the author only requires of the reader background in advanced calculus, theory of ordinary differential equations, and matrix analysis.
Expand description
Seller Condition Comments Price  

Location: Richmond, TX
Ask seller a question
Buy with confidence. Excellent Customer Service & Return policy.
Found Books

Location: AUSTIN, TX

Location: Richmond, TX
Ask seller a question
Buy with confidence. Excellent Customer Service & Return policy.
John K. King Used & Rare Books

Location: Detroit, MI
Very Good
9 x 6, cloth, 376 pp, indices, 0123815509, ex lib, else vg barely used, issued without dust jacket. Later printing.