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Hidden Markov Processes and Adaptive Filtering
Hardcover
Series: Springer Statistics
ISBN13: 9783032000514
Publisher: Springer
Published: Nov 18 2025
Pages: 654
Weight: 2.46
Height: 1.44 Width: 6.14 Depth: 9.21
Language: English
The book will be useful for students of filtering theory, both undergraduates (discrete time models) and postgraduates (continuous time models). The method described, preliminary estimator + One-step MLE-process + adaptive filter, will also be of interest to engineers and researchers working with partially observed models.
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