Linear & Nonlinear Filtering for Engineers & Scientists (Applied Mathematics)
ePub book size:
PDF book size:
DJVU, CB7, AZF, PDF, iBOOKS
4.6 of 5
World Scientific Pub Co Inc (March 1, 1999)
- 1343 downloads at 24 mb/s
- 1361 downloads at 25 mb/s
The book combines both rigor and intuition to derive most of the classical results of linear and nonlinear filtering and beyond. Many fundamental results recently discovered by the author are included. Furthermore, many results that have appeared in recent years in the literature are also presented. The most interesting feature of the book is that all the derivations of the linear filter equations given in Chapters 3-11, beginning from the classical Kalman filter presented in Chapters 3 and 5, are based on one basic principle which is fully rigorous but also very intuitive and easily understandable. The second most interesting feature is that the book provides a rigorous theoretical basis for the numerical solution of nonlinear filter equations illustrated by multidimensional examples. The book also provides a strong foundation for theoretical understanding of the subject based on the theory of stochastic differential equations.
Download Linear & Nonlinear Filtering for Engineers & Scientists (Applied Mathematics) free
Related pdf eBooks
- Differential Equations for Scientists and Engineers
- Stability and Stabilization: An Introduction
- Differential Equations and Linear Algebra
- Nonlinear Analysis and Microlocal Analysis: Proceedings of the Internationa ...
- Method of Averaging for Differential Equations on an Infinite Interval: The ...
- Partial Differential Equations of Parabolic Type (Dover Books on Mathematic ...
- Periodicities in Nonlinear Difference Equations (discrete mathematics and a ...
- Nearly Integrable Infinite-Dimensional Hamiltonian Systems (Lecture Notes i ...
- Partial Ordering Methods In Nonlinear Problems
- Solitons, Instantons, and Twistors (Oxford Graduate Texts in Mathematics)