Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Measure Theory and Filtering: Introduction and Applications

Measure Theory and Filtering: Introduction and Applications

Aggoun, Lakhdar
Elliott, Robert J.

Paperback

Series: Cambridge Statistical and Probabilistic Mathematics, Book 15

CalculusGeneral ScienceProbability & Statistics

ISBN10: 1107410711
ISBN13: 9781107410718
Publisher: Cambridge
Published: Oct 4 2012
Pages: 270
Weight: 0.96
Height: 0.57 Width: 6.69 Depth: 9.61
Language: English
Aimed primarily at those outside of the field of statistics, this book not only provides an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion, but develops into an excellent user's guide to filtering. Including exercises for students, it will be a complete resource for engineers, signal processing researchers, or anyone with an interest in practical implementation of filtering techniques, in particular, the Kalman filter. Three separate chapters concentrate on applications arising in finance, genetics, and population modelling.

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