White Noise Theory Of Prediction Filtering And Smoothing
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Author | : Gopinath Kallianpur |
Publisher | : CRC Press |
Total Pages | : 624 |
Release | : 1988-01-01 |
Genre | : Mathematics |
ISBN | : 9782881246852 |
Download White Noise Theory of Prediction, Filtering and Smoothing Book in PDF, Epub and Kindle
Based on the author’s own research, this book rigorously and systematically develops the theory of Gaussian white noise measures on Hilbert spaces to provide a comprehensive account of nonlinear filtering theory. Covers Markov processes, cylinder and quasi-cylinder probabilities and conditional expectation as well as predictio0n and smoothing and the varied processes used in filtering. Especially useful for electronic engineers and mathematical statisticians for explaining the systematic use of finely additive white noise theory leading to a more simplified and direct presentation.
Author | : Simo Särkkä |
Publisher | : Cambridge University Press |
Total Pages | : 255 |
Release | : 2013-09-05 |
Genre | : Computers |
ISBN | : 110703065X |
Download Bayesian Filtering and Smoothing Book in PDF, Epub and Kindle
A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.
Author | : Ralph Beebe Blackman |
Publisher | : |
Total Pages | : 208 |
Release | : 1965 |
Genre | : Digital filters |
ISBN | : |
Download Linear Data-smoothing and Prediction in Theory and Practice Book in PDF, Epub and Kindle
Author | : Rainer Buckdahn |
Publisher | : CRC Press |
Total Pages | : 296 |
Release | : 2002-05-16 |
Genre | : Mathematics |
ISBN | : 1482265230 |
Download Stochastic Processes and Related Topics Book in PDF, Epub and Kindle
This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three In
Author | : Sandor M. Veres |
Publisher | : CRC Press |
Total Pages | : 362 |
Release | : 1991-01-01 |
Genre | : Mathematics |
ISBN | : 9782881247156 |
Download Structure Selection of Stochastic Dynamic Systems Book in PDF, Epub and Kindle
This book gives a reliable review on structure selection of stochastic dynamic systems using information criteria AIC, BIC, o and stochastic complexity. After theoretical investigations many simulations are estimators, which illustrate both the effectiveness and the limitations of these methods. The reader can gain his or her own experience on the"working" of many methods (associated with different parameter estimators) using the demonstration disk which can be run on most IBM-compatible personal computers. The book will be helpful to anybody interested in applying automated methods of model-structure selection inn control engineering, in time series analysis or in signal processing.
Author | : Tohru Katayama |
Publisher | : CRC Press |
Total Pages | : 574 |
Release | : 2018-10-08 |
Genre | : Mathematics |
ISBN | : 1482273748 |
Download Statistical Methods in Control & Signal Processing Book in PDF, Epub and Kindle
Presenting statistical and stochastic methods for the analysis and design of technological systems in engineering and applied areas, this work documents developments in statistical modelling, identification, estimation and signal processing. The book covers such topics as subspace methods, stochastic realization, state space modelling, and identification and parameter estimation.
Author | : P. E. Greenwood |
Publisher | : CRC Press |
Total Pages | : 248 |
Release | : 1985 |
Genre | : Mathematics |
ISBN | : 9782881240133 |
Download Contiguity and the Statistical Invariance Principle Book in PDF, Epub and Kindle
Author | : M. H. A. Davis |
Publisher | : CRC Press |
Total Pages | : 596 |
Release | : 1991 |
Genre | : Mathematics |
ISBN | : 9782881247163 |
Download Applied Stochastic Analysis Book in PDF, Epub and Kindle
A collection of 22 articles based on papers presented at a workshop held at Imperial College, London, April 1989. They concern applications of stochastic analysis--the theory of stochastic integration, martingales and Markov processes--to a variety of applied problems centered around optimization of dynamical systems under uncertainty. Topics covered include characterization and approximation for stochastic system models, problems in stochastic control theory, and various facets of nonlinear filtering theory and system identification. Annotation copyrighted by Book News, Inc., Portland, OR
Author | : Asoke Nath Mitra |
Publisher | : Pearson Education India |
Total Pages | : 662 |
Release | : 2009 |
Genre | : Science |
ISBN | : 9788131715796 |
Download India in the World of Physics Book in PDF, Epub and Kindle
Contributed articles.
Author | : J.E. Lindstrom |
Publisher | : CRC Press |
Total Pages | : 302 |
Release | : 1993-12-08 |
Genre | : Mathematics |
ISBN | : 9782881249488 |
Download Stochastic Analysis and Related Topics Book in PDF, Epub and Kindle
First published in 1993. Routledge is an imprint of Taylor & Francis, an informa company.