| Linear and Nonlinear Filtering for Scientists and Engineers Contributor(s): Ahmed, Nasir Uddin (Author) |
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ISBN: 9810236093 ISBN-13: 9789810236090 Publisher: World Scientific Publishing Company OUR PRICE: $93.10 Product Type: Hardcover - Other Formats Published: January 1999 Annotation: "many new results, especially on nonlinear filtering problems and their numerical techniques, are included in book form for the first time it will serve as a useful reference book on the recent progress in this field. The book can be used for teaching graduate courses to students in mathematics, probability, statistics, and engineering. And finally, doctoral students and young researchers in the area of filtering theory and its applications can find inspiring ideas and techniques".Journal of Applied Mathematics and Stochastic Analysis, 2000 |
| Additional Information |
| BISAC Categories: - Mathematics | Applied - Mathematics | Mathematical Analysis - Mathematics | Differential Equations - General |
| Dewey: 515 |
| Series: Applied Mathematics |
| Physical Information: 0.79" H x 6.34" W x 8.82" (1.08 lbs) 272 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: The book combines both rigor and intuition to derive most of the classical results of linear and nonlinear filtering and beyond. Many fundamental results recently discovered by the author are included. Furthermore, many results that have appeared in recent years in the literature are also presented. The most interesting feature of the book is that all the derivations of the linear filter equations given in Chapters 3-11, beginning from the classical Kalman filter presented in Chapters 3 and 5, are based on one basic principle which is fully rigorous but also very intuitive and easily understandable. The second most interesting feature is that the book provides a rigorous theoretical basis for the numerical solution of nonlinear filter equations illustrated by multidimensional examples. The book also provides a strong foundation for theoretical understanding of the subject based on the theory of stochastic differential equations. |