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Liptser / Shiryaev

Statistics of Random Processes II

Applications
Springer Book Archives
2nd rev. and exp. ed. Softcover version of original hardcover edition 2001 2010. Buch. xv, 402 S.: Bibliographien. Softcover
Springer ISBN 978-3-642-08365-5
Format (B x L): 15,5 x 23,5 cm
Gewicht: 646 g
In englischer Sprache
Das Werk ist Teil der Reihe:
"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

Audience

Research

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In the second edition, two new subsections devoted to the Kalman filter under wrong initial conditions, and a new chapter on asymptotically optimal filtering under diffusion approximation have been added Moreover in each chapter a comment is added about the progress of recent years