Linear and nonlinear filtering for scientists and engineers

✍ Scribed by Ahmed N.U.

Publisher: World Scientific
Year: 1998
Tongue: English
Leaves: 268
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

World Scientific Series in Applicable Analysis (WSSIAA) aims at reporting new developments of high mathematical standard and current interest. Each volume in the series shall be devoted to the mathematical analysis that has been applied or potentially applicable to the solutions of scientific, engineering and social problems. This volume contains 30 research articles on the theory of optimization and its applications by the leading scientists in the field. It is hoped that the material in the present volume will open new vistas in research 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

✦ Subjects

Приборостроение;Обработка сигналов;

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