Linear And Nonlinear Filtering For Scientists And Engineers

✍ Scribed by Ahmed N.U.

Publisher: World Scientific
Year: 1999
Tongue: English
Leaves: 268
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

Introduction to stochastic processes; stochastic differential equations; Kalman filtering for linear systems driven by Weiner process I; Kalman filtering for linear systems driven by Weiner process II; discrete Kalman filtering; linear filtering with correlated noise I; linear filtering with correlated noise II; linear filtering with correlated noise III; linear filtering of jump processes; linear filtering with constraints; filtering for linear systems driven by second order random processes; extended Kalman filtering I,II, and III; nonlinear filtering; numerical techniques for nonlinear filtering; partially observed control; system identification

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