Linear & Nonlinear Filtering for Engineers & Scientists (repost)
N. U. Ahmed, "Linear & Nonlinear Filtering for Engineers & Scientists"
1999 | ISBN: 9810236093 | 256 pages | PDF | 16 MB
1999 | ISBN: 9810236093 | 256 pages | PDF | 16 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.