Stochastic Processes and Filtering TheoryBy
- Andrew Jazwinski, Analytical Mechanics Associates, Inc., Seabrook, Maryland
Graduate students studying engineering or mathematics.
Mathematics in Science and Technology
Published: January 1970
Imprint: Academic Press
- 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.