Stochastic Processes and Filtering Theory

Stochastic Processes and Filtering Theory

by Andrew H. Jazwinski
     
 

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This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, it discusses numerous practical applications as well.

Overview

This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, it discusses numerous practical applications as well.

Product Details

ISBN-13:
9780123815507
Publisher:
Elsevier Science & Technology Books
Publication date:
02/28/1970
Series:
Mathematics in Science and Engineering Series
Pages:
376
Product dimensions:
6.35(w) x 9.32(h) x 1.20(d)

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