Stochastic Processes and Filtering Theory book cover

Stochastic Processes and Filtering Theory

Audience
Graduate students studying engineering or mathematics.

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Published: January 1970

Imprint: Academic Press

ISBN: 978-0-12-381550-7

Contents

  • Preface. Acknowledgments. Introduction. Probability Theory and Random Variables. Stochastic Processes. Stochastic Differential Equations. Introduction to Filtering Theory. Nonlinear Filtering Theory. Linear Filtering Theory. Applications of Linear Theory. Approximate Nonlinear Filters. Applications in Reentry. Summary. Appendix 9A Approximate Continuus Filters. Vector Case. Appendix 9B Continuus-Discrete Filters. Vector Case. References. Index.

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