Nonlinear Filtering and Smoothing

Nonlinear Filtering and Smoothing
Author :
Publisher : Courier Corporation
Total Pages : 353
Release :
ISBN-10 : 9780486441641
ISBN-13 : 0486441644
Rating : 4/5 (41 Downloads)
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Book Synopsis Nonlinear Filtering and Smoothing by : Venkatarama Krishnan

Download or read book Nonlinear Filtering and Smoothing written by Venkatarama Krishnan and published by Courier Corporation. This book was released on 2005-01-01 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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