Measure Theory and Filtering: Introduction and Applications
Aimed primarily at those outside of the field of statistics, this book not only provides an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion, but develops into an excellent user's guide to filtering. Including exercises for students, it will be a complete resource for engineers, signal processing researchers, or anyone with an interest in practical implementation of filtering techniques, in particular, the Kalman filter. Three separate chapters concentrate on applications arising in finance, genetics, and population modelling.
1117336995
Measure Theory and Filtering: Introduction and Applications
Aimed primarily at those outside of the field of statistics, this book not only provides an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion, but develops into an excellent user's guide to filtering. Including exercises for students, it will be a complete resource for engineers, signal processing researchers, or anyone with an interest in practical implementation of filtering techniques, in particular, the Kalman filter. Three separate chapters concentrate on applications arising in finance, genetics, and population modelling.
60.99
In Stock
5
1
Measure Theory and Filtering: Introduction and Applications
270Measure Theory and Filtering: Introduction and Applications
270Paperback(Reprint)
$60.99
60.99
In Stock
Product Details
ISBN-13: | 9781107410718 |
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Publisher: | Cambridge University Press |
Publication date: | 10/04/2012 |
Series: | Cambridge Series in Statistical and Probabilistic Mathematics , #15 |
Edition description: | Reprint |
Pages: | 270 |
Product dimensions: | 6.69(w) x 9.61(h) x 0.55(d) |
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