5780671
9780486462745
Stochastic Processes and Filtering Theory
by Jazwinski, Andrew H.
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Product details
- ISBN-13: 9780486462745
- ISBN: 0486462749
- Publisher: Dover Publications
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SUMMARY
This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, it discusses numerous practical applications as well. 1970 edition.Jazwinski, Andrew H. is the author of 'Stochastic Processes and Filtering Theory' with ISBN 9780486462745 and ISBN 0486462749.
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