Kontakt
Wie einkaufen
Versand
Kaufberater
General Theory
Englisch
412 b
30 Tage für die Rückgabe der Ware
Das könnte Sie auch interessieren
/
Broschur
20.27
€
/
Hardcover
139.23
€
The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The book is not only addressed to mathematicians but should also serve the interests of other scientists who apply probabilistic and statistical methods in their work. The theory of martingales presented in the book has an independent interest in connection with problems from financial mathematics. In the second edition, the authors have made numerous corrections, updating every chapter, adding two new subsections devoted to the Kalman filter under wrong initial conditions, as well as a new chapter devoted to asymptotically optimal filtering under diffusion approximation. Moreover, in each chapter a comment is added about the progress of recent year.
Informationen zum Buch
Englisch
Kategorie
