Statistics of Random Processes: Vol.2 Applications
Applications
(Sprache: Englisch)
"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear...
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"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering.... These books... will become classics." -- SIAM REVIEW
Klappentext zu „Statistics of Random Processes: Vol.2 Applications “
"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering....These books...will become classics." --SIAM REVIEW
Inhaltsverzeichnis zu „Statistics of Random Processes: Vol.2 Applications “
11. Conditionally Gaussian Processes.- 12. Optimal Nonlinear Filtering: Interpolation and Extrapolation of Components of Conditionally Gaussian Processes.- 13. Conditionally Gaussian Sequences: Filtering and Related Problems.- 14. Application of Filtering Equations to Problems of Statistics of Random Sequences.- 15. Linear Estimation of Random Processes.- 16. Application of Optimal Nonlinear Filtering Equations to some Problems in Control Theory and Estimation Theory.- 17. Parameter Estimation and Testing of Statistical Hypotheses for Diffusion-Type Processes.- 18. Random Point Processes: Stieltjes Stochastic Integrals.- 19. The Structure of Local Martingales, Absolute Continuity of Measures for Point Processes, and Filtering.- 20. Asymptotically Optimal Filtering.
Bibliographische Angaben
- Autoren: Robert S. Liptser , Albert N. Shiryaev
- 2000, 2nd, rev. and exp. ed., 402 Seiten, Maße: 16 x 24,1 cm, Gebunden, Englisch
- Übersetzung:Aries, A.B.
- Herausgegeben: A. B. Aries
- Übersetzer: A. B. Aries
- Verlag: Springer
- ISBN-10: 3540639284
- ISBN-13: 9783540639282
- Erscheinungsdatum: 06.11.2000
Sprache:
Englisch
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