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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.
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Previews available in: English
Edition | Availability |
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1
Nonlinear Filtering and Smoothing: an Introduction to Martingales, Stochastic Integrals and Estimation
2013, Dover Publications, Incorporated
in English
130642562X 9781306425629
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2
Nonlinear Filtering and Smoothing: An Introduction to Martingales, Stochastic Integrals and Estimation
2005, Dover Publications, Inc.
in English
0486441644 9780486441641
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3
Nonlinear filtering and smoothing: an introduction to martingales, stochastic integrals and estimation
1984, Wiley, John Wiley & Sons Inc
in English
0471898406 9780471898405
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- Created March 21, 2009
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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. |