Stochastic Processes and Filtering Theory
By- Andrew Jazwinski, Analytical Mechanics Associates, Inc., Seabrook, Maryland
Audience
Graduate students studying engineering or mathematics.
Included in series
Mathematics in Science and Engineering
Mathematics in Science and Engineering
,
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.
