Numerical Studies in Nonlinear Filtering
Author:   Y. Yavin
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Volume:   65
ISBN:  

9783540139584


Pages:   276
Publication Date:   01 December 1984
Format:   Paperback
Availability:   Out of stock   Availability explained
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Numerical Studies in Nonlinear Filtering


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Author:   Y. Yavin
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Volume:   65
Dimensions:   Width: 17.00cm , Height: 1.50cm , Length: 24.40cm
Weight:   0.502kg
ISBN:  

9783540139584


ISBN 10:   3540139583
Pages:   276
Publication Date:   01 December 1984
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

Preliminaries.- Estimation of parameters via state observation.- Filtering via Markov chains approximation.- A Kalman filter for a class of nonlinear stochastic systems.- Approximating filters for continuous-time systems with interrupted observations.- Estimation in a multitarget environment.- State and parameter estimation.- State estimation for systems driven by wiener and poisson processes.- Prediction via Markov chains approximation.- Some extensions of linear filtering.

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