Nonlinear Filtering and Smoothing: An Introduction to Martingales, Stochastic Integrals and Estimation
by Venkatarama Krishnan (9780486441641)

Nonlinear Filtering and Smoothing: An Introduction to Martingales, Stochastic Integrals and Estimation
 
Venkatarama Krishnan
Release Date: 26 July 2005
Format: Paperback / softback
Pages: 316
Category: Engineering
Publisher: Dover Publications
ISBN: 9780486441641
ISBN-10: 0486441644

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Appropriate for upper-level undergraduates and graduate students, this volume addresses the fundamental concepts of martingales, stochastic integrals, and estimation. Written by an engineer for engineers, it emphasizes applications. Many theorems feature heuristic proofs; others include rigorous proofs to reinforce physical understanding. Numerous end-of-chapter problems enhance the book's practical value.

USD $19.95

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