• Sign In
  • Help
  • My Basket0
An Introduction to Stochastic Filtering Theory - Oxford Graduate Texts in Mathematics 18 (Hardback)
  • An Introduction to Stochastic Filtering Theory - Oxford Graduate Texts in Mathematics 18 (Hardback)
zoom

An Introduction to Stochastic Filtering Theory - Oxford Graduate Texts in Mathematics 18 (Hardback)

(author)
£66.00
Hardback 286 Pages / Published: 17/04/2008
  • We can order this

Usually despatched within 3 weeks

  • This item has been added to your basket

Check Marketplace availability

Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance. As a topic, Stochastic Filtering Theory has progressed rapidly in recent years. For example, the (branching) particle system representation of the optimal filter has been extensively studied to seek more effective numerical approximations of the optimal filter; the stability of the filter with "incorrect" initial state, as well as the long-term behavior of the optimal filter, has attracted the attention of many researchers; and although still in its infancy, the study of singular filtering models has yielded exciting results. In this text, Jie Xiong introduces the reader to the basics of Stochastic Filtering Theory before covering these key recent advances. The text is written in a style suitable for graduates in mathematics and engineering with a background in basic probability.

Publisher: Oxford University Press
ISBN: 9780199219704
Number of pages: 286
Weight: 556 g
Dimensions: 242 x 162 x 22 mm

You may also be interested in...

Reviews

Please sign in to write a review

Your review has been submitted successfully.