General Theory

Name: General Theory
Brand: Springer, Berlin
SKU: 9783540639299
Price: 2742 CZK
Availability: InStock

Autor: Robert Liptser, Albert N. Shiryaev

Jazyk:

Vazba: Pevná

Vydavatel: Springer, Berlin

Dostupnost: Skladem u dodavatele

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2 742 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

2001

Stránek

427

EAN

9783540639299

ISBN

3540639292

Enbook ID

01566544

Vydavatel

Springer, Berlin

Hmotnost

780

Rozměry

163 x 241 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 year.

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General Theory

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