Stochastic Processes and Filtering Theory by Andrew H. Jazwinski

Stochastic Processes and Filtering Theory


Stochastic.Processes.and.Filtering.Theory.pdf
ISBN: 9780486462745 | 400 pages | 20 Mb

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Stochastic Processes and Filtering Theory Andrew H. Jazwinski
Publisher: Dover Publications


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. This book presents a unified treatment of linear and nonlinear filtering theory for engineers, with sufficient emphasis on applications to enable the reader to use the theory. The need for this book is twofold. First, although linear estimation theory is ...

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