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Statistics of Random Processes: I. General Theory (Rev and Expanded)
by Statistics of Random Processes: I. General Theory (Rev and Expanded)
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Description
These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions include new material, expanded chapters, and comments on recent progress in the field.
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Product Details
- Springer Brand
- Nov 6, 2000 Pub Date:
- 3540639292 ISBN-10:
- 9783540639299 ISBN-13:
- 442.0 pages Hardcover
- English Language
- 9.25 in * 1.25 in * 6.25 in Dimensions:
- 2 lb Weight:
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