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Optimal Filtering Diltering of Stochastic Processes (volume1)

by Vladimir Fomin

  • ISBN: 9780792352860
  • ISBN10: 0792352866

Optimal Filtering Diltering of Stochastic Processes (volume1)

by Vladimir Fomin

  • List Price: $189.00
  • Binding: Hardcover
  • Publisher: Kluwer Academic Pub
  • Publish date: 11/01/1998
  • ISBN: 9780792352860
  • ISBN10: 0792352866
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Description: This book considers methods of optimal signal processing. The generalised filtering theory presented includes both highly developed, now classical branches like the Wiener-Kolmogorov and Kalman -- Bucy theories, as well as relatively new branches such as semidegenerate processes and minimax filtering. The unique two-level approach to filtering problems is applied depending on their complexity. Starting with the conventional notions of filtering theory, in terms of difference-differential models, the research proceeds to notions and constructions of functional analysis convenient for analysing linear filtering problems. Many novel results on filtering theory are also introduced.
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Seller: Ergodebooks
Location: Richmond, TX Ask seller a question
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