Measure Theory and Filtering
«Review of the hardback: '… useful to those students and scientists in signal processing, mathematical finance and genetics, wishing to incorporate measure-theoretic probability techniques into their predictions. It is also an excellent user's guide to filtering with interesting applications arising in difference arenas.' Journal of Applied Statistics»
The estimation of noisily observed states from a sequence of data has traditionally incorporated ideas from Hilbert spaces and calculus-based probability theory. As conditional expectation is the key concept, the correct setting for filtering theory is that of a probability space. Les mer
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Detaljer
- Forlag
- Cambridge University Press
- Innbinding
- Innbundet
- Språk
- Engelsk
- ISBN
- 9780521838030
- Utgivelsesår
- 2004
- Format
- 26 x 18 cm
Anmeldelser
«Review of the hardback: '… useful to those students and scientists in signal processing, mathematical finance and genetics, wishing to incorporate measure-theoretic probability techniques into their predictions. It is also an excellent user's guide to filtering with interesting applications arising in difference arenas.' Journal of Applied Statistics»