• All Products
      • Paperback
      • Hardcover
      • eBook
      • Audiobook

    Introduction to Stochastic Filtering Theory

    By: Jie Xiong

    QTY
    -+
    $90.99
     
     
    ISBN
    9780191551390
    Date Released
    Binding
    eBook
     
     

    Instant Download

    Description
    Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance. As a topic, Stochastic Filtering Theory has progressed rapidly in recent years. For example, the (branching) particle system representation of the optimal filter has been extensively studied to seek more effective numerical approximations of the optimal filter; the stability of the filter with "incorrect" initial state, as well as the long-term behavior of the optimal filter, has attracted the attention of many researchers; and although still in its infancy, the study of singular filteringmodels has yielded exciting results. In this text, Jie Xiong introduces the reader to the basics of Stochastic Filtering Theory before covering these key recent advances. The text is written in a style suitable for graduates in mathematics and engineering with a background in basic probability.

    You might also like



    Accepted Payments
    QBD Proudly Supports

    Need help? Call us on (07) 3291 7444