Stochastic processes and filtering theory (Record no. 460)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01415nam a2200157Ia 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20230511114541.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 170804s2015 xx 000 0 und d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780486462745 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Jazwinski, H. Andrew |
| 245 ## - TITLE STATEMENT | |
| Title | Stochastic processes and filtering theory |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Name of publisher, distributor, etc. | Dover Publications. Inc. |
| Date of publication, distribution, etc. | 2015 |
| Place of publication, distribution, etc. | Mineola |
| 300 ## - Physical Description | |
| Pages: | 376 p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.<br/>Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probability theory and stochastic processes, the author introduces and defines the problems of filtering, prediction, and smoothing. He presents the mathematical solutions to nonlinear filtering problems, and he specializes the nonlinear theory to linear problems. The final chapters deal with applications, addressing the development of approximate nonlinear filters, and presenting a critical analysis of their performance. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | Book |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Shelving location | Date acquired | Full call number | Accession No. | Copy number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|
| ICTS | Rack No 5 | 12/05/2016 | QA276.8 | 00460 | 1 | Book |