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Optimal Filtering
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Optimal Filtering

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Despite the fact that filtering theory is l'argely worked out (and its major issues such as the Wiener-Kolmogorov theory of optimal filtering of stationary processes and Kalman-Bucy recursive filtering theory have become classical) a development of the theory is far from complete.
Undertitel
Volume I: Filtering of Stochastic Processes
Författare
V.N. Fomin
ISBN
9789401062381
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2012-10-10
Förlag
Springer
Sidor
378