Stochastic Processes and Filtering Theory

By

  • Andrew Jazwinski, Analytical Mechanics Associates, Inc., Seabrook, Maryland

Audience

Graduate students studying engineering or mathematics.

 

Book information

  • Published: January 1970
  • Imprint: ACADEMIC PRESS
  • ISBN: 978-0-12-381550-7


Table of 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.