SØG - mellem flere end 8 millioner bøger:
Viser: Fundamentals of Stochastic Filtering
Søgbar e-bog
Fundamentals of Stochastic Filtering Vital Source e-bog
Alan Bain og Dan Crisan
(2008)
Springer Nature
897,00 kr.
Leveres umiddelbart efter køb
Fundamentals of Stochastic Filtering
Alan Bain og Dan Crisan
(2008)
Sprog: Engelsk
Springer New York
1.650,00 kr.
ikke på lager, Bestil nu og få den leveret
om ca. 10 hverdage
om ca. 10 hverdage
Detaljer om varen
- Vital Source searchable e-book (Fixed pages)
- Udgiver: Springer Nature (Oktober 2008)
- Forfattere: Alan Bain og Dan Crisan
- ISBN: 9780387768960
Many aspects of phenomena critical to our lives can not be measured directly. Fortunately models of these phenomena, together with more limited obs- vations frequently allow us to make reasonable inferences about the state of the systems that a?ect us. The process of using partial observations and a stochastic model to make inferences about an evolving system is known as stochastic ?ltering. The objective of this text is to assist anyone who would like to become familiar with the theory of stochastic ?ltering, whether graduate student or more experienced scientist. The majority of the fundamental results of the subject are presented using modern methods making them readily available for reference. The book may also be of interest to practitioners of stochastic ?ltering, who wish to gain a better understanding of the underlying theory. Stochastic ?ltering in continuous time relies heavily on measure theory, stochasticprocessesandstochasticcalculus.Whileknowledgeofbasicmeasure theory and probability is assumed, the text is largely self-contained in that the majority of the results needed are stated in two appendices. This should make it easy for the book to be used as a graduate teaching text. With this in mind, each chapter contains a number of exercises, with solutions detailed at the end of the chapter.
Licens varighed:
Bookshelf online: 5 år fra købsdato.
Bookshelf appen: ubegrænset dage fra købsdato.
Udgiveren oplyser at følgende begrænsninger er gældende for dette produkt:
Print: 2 sider kan printes ad gangen
Copy: højest 2 sider i alt kan kopieres (copy/paste)
Bookshelf online: 5 år fra købsdato.
Bookshelf appen: ubegrænset dage fra købsdato.
Udgiveren oplyser at følgende begrænsninger er gældende for dette produkt:
Print: 2 sider kan printes ad gangen
Copy: højest 2 sider i alt kan kopieres (copy/paste)
Detaljer om varen
- Hardback: 380 sider
- Udgiver: Springer New York (Oktober 2008)
- Forfattere: Alan Bain og Dan Crisan
- ISBN: 9780387768953
This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient background to enable study of the recent literature. While no prior knowledge of stochastic filtering is required, readers are assumed to be familiar with measure theory, probability theory and the basics of stochastic processes. Most of the technical results that are required are stated and proved in the appendices. Exercises and solutions are included.
Filtering Theory.- The Stochastic Process '.- The Filtering Equations.- Uniqueness of the Solution to the Zakai and the Kushner-Stratonovich Equations.- The Robust Representation Formula.- Finite-Dimensional Filters.- The Density of the Conditional Distribution of the Signal.- Numerical Algorithms.- Numerical Methods for Solving the Filtering Problem.- A Continuous Time Particle Filter.- Particle Filters in Discrete Time.
De oplyste priser er inkl. moms
Butikker og åbningstid
Handler du som firma
Forretningsbetingelser
Porto og forsendelse
Data & cookiepolitik
Handler du som firma
Forretningsbetingelser
Porto og forsendelse
Data & cookiepolitik
Polyteknisk Boghandel og Forlag A/S - Anker Engelundsvej 1 - 2800 Lyngby
Tlf 77 42 43 44 - email poly@polyteknisk.dk - CVR 34072655 - Sydbank Reg: 6748 Konto 0001107927
Tlf 77 42 43 44 - email poly@polyteknisk.dk - CVR 34072655 - Sydbank Reg: 6748 Konto 0001107927