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An Introduction to Stochastic Filtering Theory
By Xiong
0 - Default Title
Description
As a topic, Stochastic Filtering Theory has progressed rapidly in recent years. For example, the (branching) particle system representation of the optimal filter has been extensively studied to seek more effective numerical approximations of the optimal filter; the stability of the filter with "incorrect" initial state, as well as the long-term behavior of the optimal filter, has attracted the attention of many researchers; and although still in its infancy, the study of singular filteringmodels has yielded exciting results.
In this text, Jie Xiong introduces the reader to the basics of Stochastic Filtering Theory before covering these key recent advances. The text is written in a style suitable for graduates in mathematics and engineering with a background in basic probability.
Product details
Edition:
illustrated
Number of Pages:
286
Release Date:
2008-09-15
Publication Date:
2011-12-16
Publisher:
Oxford University Press (UK)
Languages:
Original:
English
ISBN10:
0199219702
ISBN13:
9780199219704
GPSR Manufacturer Reference:
Weight:
596 g
Height:
161 cm
Width:
240 cm
Thickness:
20 cm
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