Fundamentals of Stochastic Filtering
The objective of stochastic filtering is to determine the best estimate for the state of a stochastic dynamical system from partial observations. The solution of this problem in the linear case is the well known Kalman-Bucy filter which has found widespread practical application. The purpose of this...
| Main Authors: | , |
|---|---|
| Corporate Author: | |
| Format: | Electronic |
| Language: | English |
| Published: |
New York, NY :
Springer New York : Imprint: Springer,
2009.
|
| Series: | Stochastic Modelling and Applied Probability,
60 |
| Subjects: | |
| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-0-387-76896-0 |