An edition of Nonlinear filtering and smoothing (1984)

Nonlinear Filtering and Smoothing

An Introduction to Martingales, Stochastic Integrals and Estimation

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Last edited by ISBNbot2
July 27, 2021 | History
An edition of Nonlinear filtering and smoothing (1984)

Nonlinear Filtering and Smoothing

An Introduction to Martingales, Stochastic Integrals and Estimation

  • 1 Want to read

Appropriate for upper-level undergraduates and graduate students, this volume addresses the fundamental concepts of martingales, stochastic integrals, and estimation. Written by an engineer for engineers, it emphasizes applications. Many theorems feature heuristic proofs; others include rigorous proofs to reinforce physical understanding. Numerous end-of-chapter problems enhance the book's practical value.

Publish Date
Language
English
Pages
336

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Previews available in: English

Book Details


Edition Notes

Published in
Mineola, NY

Classifications

Dewey Decimal Class
519.2/36
Library of Congress
QA274.5 .K74 2005

The Physical Object

Number of pages
336
Dimensions
8.4 x 5.1 x 0.8
Weight
12 ounces

ID Numbers

Open Library
OL23136404M
ISBN 10
0486441644
ISBN 13
9780486441641
LCCN
2005045424
Library Thing
1245971
Goodreads
719263

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
July 27, 2021 Edited by ISBNbot2 normalize ISBN
August 19, 2010 Edited by IdentifierBot added LibraryThing ID
April 16, 2010 Edited by bgimpertBot Added goodreads ID.
April 13, 2010 Edited by Open Library Bot Linked existing covers to the edition.
March 21, 2009 Created by 71.192.48.223 Edited without comment.