Stochastic Processes and Filtering Theory. Andrew H. Jazwinski

Stochastic Processes and Filtering Theory



Download Stochastic Processes and Filtering Theory



Stochastic Processes and Filtering Theory Andrew H. Jazwinski ebook
Publisher: Dover Publications
Page: 400
ISBN: 9780486462745


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, theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, it discusses numerous practical applications as well. 1970 edition. This book presents a unified treatment of linear and nonlinear filtering theory for engineers, with sufficient emphasis on applications to enable the reader to use the theory. The need for this book is twofold. First, although linear estimation theory is ...

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