Statistics of Random Processes II: Applications / Edition 2

Statistics of Random Processes II: Applications / Edition 2

by A.B. Aries
     
 

ISBN-10: 364208365X

ISBN-13: 9783642083655

Pub. Date: 12/01/2010

Publisher: Springer Berlin Heidelberg

"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of shastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of shastic

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Overview

"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of shastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of shastic analysis and nonlinear filtering....These books...will become classics." —SIAM REVIEW

Product Details

ISBN-13:
9783642083655
Publisher:
Springer Berlin Heidelberg
Publication date:
12/01/2010
Series:
Stochastic Modelling and Applied Probability Series, #6
Edition description:
Softcover reprint of hardcover 2nd ed. 2001
Pages:
402
Product dimensions:
6.10(w) x 9.25(h) x 0.24(d)

Related Subjects

Table of Contents

11. Conditionally Gaussian Processes.- 12. Optimal Nonlinear Filtering: Interpolation and Extrapolation of Components of Conditionally Gaussian Processes.- 13. Conditionally Gaussian Sequences: Filtering and Related Problems.- 14. Application of Filtering Equations to Problems of Statistics of Random Sequences.- 15. Linear Estimation of Random Processes.- 16. Application of Optimal Nonlinear Filtering Equations to some Problems in Control Theory and Estimation Theory.- 17. Parameter Estimation and Testing of Statistical Hypotheses for Diffusion-Type Processes.- 18. Random Point Processes: Stieltjes Shastic Integrals.- 19. The Structure of Local Martingales, Absolute Continuity of Measures for Point Processes, and Filtering.- 20. Asymptotically Optimal Filtering.

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