Fundamentals of stochastic filtering / Alan Bain, Dan Crisan

Auteur principal : Bain, Alan, AuteurCo-auteur : Crisan, Dan, AuteurType de document : MonographieCollection : Stochastic modelling and applied probability; formerly: Applications of mathematics, 60Langue : anglais.Pays: Etats Unis.Éditeur : New York : Springer, 2009Description : 1 vol. (xiii-390 p.) ; 24 cmISBN: 9780387768953.ISSN: 0172-4568.Bibliographie : Bibliogr. p. [367]-382. Index.Sujet MSC : 62M20, Statistics - Inference from stochastic processes, Inference from stochastic processes and prediction; filtering
62-02, Research exposition (monographs, survey articles) pertaining to statistics
60G35, Probability theory and stochastic processes, Signal detection and filtering (aspects of stochastic processes)
93E11, Systems theory; control, Filtering in stochastic control theory
En-ligne : Springerlink
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Bibliogr. p. [367]-382. Index

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