Fundamentals of Stochastic Filtering
The objective of stochastic filtering is to determine the best estimate for the state of a stochastic dynamical system from partial observations. The solution of this problem in the linear case is the well known Kalman-Bucy filter which has found widespread practical application. The purpose of this...
| Main Authors: | , |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York : Imprint: Springer,
2009.
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| Series: | Stochastic Modelling and Applied Probability,
60 |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
