Stochastic Filtering Theory Image close
Stochastic Filtering Theory on Hardback by G. Kallianpur
Stochastic Filtering Theory on Hardback by G. Kallianpur
Show Hide Adult Content
Stochastic Filtering Theory close

Non-Fiction Books:

Home  
Books  
Non-Fiction  
Maths & Science  
Mathematics  
Optimization

Stochastic Filtering Theory

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

By:

Format:

Hardback
$308.00
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 3-4 weeks
0 in Trolley
Free Delivery with Primate
Join Now

Free 14 day free trial, cancel anytime.

Buy Now, Pay Later with:

4 payments of $77.00 with Afterpay Learn more

6 weekly interest-free payments of $51.33 with Laybuy Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 23 Jul - 2 Aug using International Courier

Explore more Stochastic Modelling and Applied Probability

See all products in this series

Game Theory on Hardback by Nikolai N. Vorob'ev
$299.00
Game Theory
by Nikolai N. Vorob'ev ~ Hardback
Available - Usually ships in 3-4 weeks
Stabilization of Control Systems by O Hijab
$287.00
Stabilization of Control Systems
by O Hijab ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Stochastic Filtering Theory by G. Kallianpur
$288.00
Stochastic Filtering Theory
by G. Kallianpur ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Statistics of Random Processes by Robert S. Liptser
$343.00
Statistics of Random Processes
by Robert S. Liptser ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Controlled Markov Processes and Viscosity Solutions by Wendell H. Fleming
$520.00
Controlled Markov Processes and Viscosity Solutions
by Wendell H. Fleming ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Continuous-Time Markov Decision Processes by Xianping Guo
$312.00
Continuous-Time Markov Decision Processes
by Xianping Guo ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Game Theory by Nikolai N. Vorob'ev
$287.00
Game Theory
by Nikolai N. Vorob'ev ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Continuous-time Stochastic Control and Optimization with Financial Applications on Hardback by Huyen Pham
$214.00
Continuous-time Stochastic Control and Optimization with Financial...
by Huyen Pham ~ Hardback
Available - Usually ships in 3-4 weeks
Hidden Markov Models by Robert J Elliott
$443.00
Hidden Markov Models
by Robert J Elliott ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Average-Cost Control of Stochastic Manufacturing Systems by Suresh P Sethi
$289.00
Average-Cost Control of Stochastic Manufacturing Systems
by Suresh P Sethi ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Linear Multivariable Control by W M Wonham
$442.00
Linear Multivariable Control
by W M Wonham ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Deterministic and Stochastic Optimal Control by Wendell H. Fleming
$514.00
Deterministic and Stochastic Optimal Control
by Wendell H. Fleming ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Linear Multivariable Control on Hardback by W M Wonham
$537.00
Linear Multivariable Control
by W M Wonham ~ Hardback
Available - Usually ships in 3-4 weeks
Optimization—Theory and Applications by L. Cesari
$372.00
Optimization—Theory and Applications
by L. Cesari ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Wave Propagation and Time Reversal in Randomly Layered Media by Jean-Pierre Fouque
$223.00
Wave Propagation and Time Reversal in Randomly Layered Media
by Jean-Pierre Fouque ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Two-Scale Stochastic Systems by Yuri Kabanov
$148.00
Two-Scale Stochastic Systems
by Yuri Kabanov ~ Paperback / softback
Available - Usually ships in 3-4 weeks

Description

This book is based on a seminar given at the University of California at Los Angeles in the Spring of 1975. The choice of topics reflects my interests at the time and the needs of the students taking the course. Initially the lectures were written up for publication in the Lecture Notes series. How­ ever, when I accepted Professor A. V. Balakrishnan's invitation to publish them in the Springer series on Applications of Mathematics it became necessary to alter the informal and often abridged style of the notes and to rewrite or expand much of the original manuscript so as to make the book as self-contained as possible. Even so, no attempt has been made to write a comprehensive treatise on filtering theory, and the book still follows the original plan of the lectures. While this book was in preparation, the two-volume English translation of the work by R. S. Liptser and A. N. Shiryaev has appeared in this series. The first volume and the present book have the same approach to the sub­ ject, viz. that of martingale theory. Liptser and Shiryaev go into greater detail in the discussion of statistical applications and also consider inter­ polation and extrapolation as well as filtering.
Release date NZ
September 23rd, 1980
Author
Audience
  • Professional & Vocational
Illustrations
XVI, 318 p.
Pages
318
Dimensions
156x234x19
ISBN-13
9780387904450
Product ID
2851884

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Recommended for you

Recommended from your browsing history

Help & options

Filed under...

Books >
Non-Fiction >
Maths & Science >
Mathematics >
Optimization
Books >
Non-Fiction >
Reference >
Research & information: general >
Information theory >
Cybernetics & systems theory