Joint Statistical Papers of Akahira and Takeuchi
Joint Statistical Papers of Akahira and Takeuchi By Masafumi Akahira; Kei Takeuchi
2003 | 612 Pages | ISBN: 9812383778 | PDF | 19 MB
2003 | 612 Pages | ISBN: 9812383778 | PDF | 19 MB
Combines both rigour and intuition to derive most of the classical results of linear and nonlinear filtering and beyond. The book provides a theoretical basis for the numerical solution of nonlinear filter equations illustrated by multidimensional examples. It also provides a foundation for theoretical understanding of the subject based on the theory of stochastic differential equations