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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...
Tallennettuna:
| Päätekijät: | , |
|---|---|
| Aineistotyyppi: | Livro |
| Kieli: | Inglês |
| Julkaistu: |
Springer,
2009
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| Sarja: | Stochastic modelling and applied probability, |
| Aiheet: | |
| Linkit: | https://minerva.ufrj.br/F/?func=direct&doc_number=000910398&local_base=UFR01 |
| Tagit: |
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