Applications

Name: Applications
Brand: Springer, Berlin
SKU: 9783540639282
Price: 3198 CZK
Availability: InStock

Autor: Robert Liptser, Albert N. Shiryaev

Jazyk:

Vazba: Pevná

Vydavatel: Springer, Berlin

Dostupnost: Skladem u dodavatele

Odesíláme za 10-13 dnů

3 198 Kč

The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its a...

Informace o knize

Autor

Robert Liptser, Albert N. Shiryaev

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2000

Stránek

402

EAN

9783540639282

ISBN

3540639284

Enbook ID

01566543

Vydavatel

Springer, Berlin

Hmotnost

808

Rozměry

164 x 239 x 31

Kompletní popis

The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The book is not only addressed to mathematicians but should also serve the interests of other scientists who apply probabilistic and statistical methods in their work. The theory of martingales presented in the book has an independent interest in connection with problems from financial mathematics. In the second edition, the authors have made numerous corrections, updating every chapter, adding two new subsections devoted to the Kalman filter under wrong initial conditions, as well as a new chapter devoted to asymptotically optimal filtering under diffusion approximation. Moreover, in each chapter a comment is added about the progress of recent years.

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