Statistics of random processes ii: applications
Auteur :
Liptser, Robert S.
Éditeur :
Liptser, Robert S.Shiryaev, Albert N.,
ISBN :
9783540639282
Date de publication :
6 nov. 2000
Dimensions :
23,4 x 15,6 x 2,3 cm
Poids :
774 g
Format :
Laminated cover
Langue :
Anglais
Pays d'origine :
Allemagne
The second of two volumes on non-linear filtering theory and its applications in problems of optimal estimation, control with incomplete data, information theory and sequential testing of hypotheses. This edition has a new chapter on asymptotically optimal filtering under diffusion approximation.