Filtering for Stochastic Processes with Applications to Guidance
Author:   Richard S. Bucy ,  Peter D. Joseph
Publisher:   American Mathematical Society
Edition:   New edition
Volume:   No. 326
ISBN:  

9780821837825


Pages:   217
Publication Date:   01 May 2007
Format:   Hardback
Availability:   Temporarily unavailable   Availability explained
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Filtering for Stochastic Processes with Applications to Guidance


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Overview

This second edition preserves the original text of 1968, with clarification and added references. From the Preface to the Second Edition: """"Since the First Edition of this book, numerous important results have appeared--in particular stochastic integrals with respect to martingales, random fields, Riccati equation theory and realization of nonlinear filters, to name a few. In Appendix D, an attempt is made to provide some of the references that the authors have found useful and to comment on the relation of the cited references to the field ...[W]e hope that this new edition will have the effect of hastening the day when the nonlinear filter will enjoy the same popularity in applications as the linear filter does now.

Full Product Details

Author:   Richard S. Bucy ,  Peter D. Joseph
Publisher:   American Mathematical Society
Imprint:   American Mathematical Society
Edition:   New edition
Volume:   No. 326
Weight:   0.461kg
ISBN:  

9780821837825


ISBN 10:   0821837826
Pages:   217
Publication Date:   01 May 2007
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Temporarily unavailable   Availability explained
The supplier advises that this item is temporarily unavailable. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out to you.

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