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Fundamentals of Stochastic Filtering
The objective of stochastic filtering is to determine the best estimate for the state of a stochastic dynamical system from partial observations. The solution of this problem in the linear case is the well known Kalman-Bucy filter which has found widespread practical application. The purpose of this...
| Autores principales: | , |
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| Lenguaje: | eng |
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Springer
2008
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| Acceso en línea: | https://dx.doi.org/10.1007/978-0-387-76896-0 http://cds.cern.ch/record/1338292 |