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Stochastic Processes and Filtering Theory

Stochastic Processes and Filtering Theory

Paperback

Series: Dover Books on Electrical Engineering

Probability & Statistics

Publisher Price: $22.95

ISBN10: 0486462749
ISBN13: 9780486462745
Publisher: Dover Pubn Inc
Published: Nov 12 2007
Pages: 400
Weight: 0.89
Height: 0.76 Width: 6.07 Depth: 8.51
Language: English
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.

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Probability & Statistics