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...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Springer
2017
|
| Subjects: | |
| Online Access: | http://repository.vnu.edu.vn/handle/VNU_123/30848 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Vietnam National University, Hanoi |
| Language: | English |