ENGLISH

White Noise Theory of Prediction, Filtering and Smoothing

By Kallianpur , Gopinath; Karandikar , Rajeeva L

Book information

Publisher
Gordon and Breach Science Publ;CRC Press;Gordon
Year
1988
ISBN
2-88124-685-0, 9782881246852
Language
english
Format
DJVU
Filesize
3 MB (2746348 bytes)
Series
Stochastics monographs 3
Edition
1
Pages
614\613
Library
kolxoz
Time added
2017-10-15 16:00:00
Kalman-Filter;Vorhersagetheorie;Weißes Rauschen

Description

Based on the author’s own research, this book rigorously and systematically develops the theory of Gaussian white noise measures on Hilbert spaces to provide a comprehensive account of nonlinear filtering theory. Covers Markov processes, cylinder and quasi-cylinder probabilities and conditional expectation as well as predictio0n and smoothing and the varied processes used in filtering. Especially useful for electronic engineers and mathematical statisticians for explaining the systematic use of finely additive white noise theory leading to a more simplified and direct presentation.

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