Linear And Nonlinear Filtering For Scientists And Engineers

Combines both rigour and intuition to derive most of the classical results of linear and nonlinear filtering and beyond. The book provides a theoretical basis for the numerical solution of nonlinear filter equations illustrated by multidimensional examples. It also provides a foundation for theoretical understanding of the subject based on the theory of stochastic differential equations.

Product details

• Authors: Ahmed Nasir Uddin, Ahmed Nasir Uddin
• Publisher: World Scientific
• Languages: English
• Product format: Hardback
• Released: 01.01.1999
• No. of pages: 272
• Dimensions: 161 mm x 224 mm x 20 mm
• Weight: 490 g
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Analysis