Stochastic Modelling and Applied Probability

Stochastic Filtering Theory

Authors: Kallianpur, G.

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About this book

This book is based on a seminar given at the University of California at Los Angeles in the Spring of 1975. The choice of topics reflects my interests at the time and the needs of the students taking the course. Initially the lectures were written up for publication in the Lecture Notes series. How­ ever, when I accepted Professor A. V. Balakrishnan's invitation to publish them in the Springer series on Applications of Mathematics it became necessary to alter the informal and often abridged style of the notes and to rewrite or expand much of the original manuscript so as to make the book as self-contained as possible. Even so, no attempt has been made to write a comprehensive treatise on filtering theory, and the book still follows the original plan of the lectures. While this book was in preparation, the two-volume English translation of the work by R. S. Liptser and A. N. Shiryaev has appeared in this series. The first volume and the present book have the same approach to the sub­ ject, viz. that of martingale theory. Liptser and Shiryaev go into greater detail in the discussion of statistical applications and also consider inter­ polation and extrapolation as well as filtering.

Table of contents (11 chapters)

Table of contents (11 chapters)

Buy this book

eBook $119.00
price for USA in USD (gross)
  • ISBN 978-1-4757-6592-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $159.99
price for USA in USD
  • ISBN 978-0-387-90445-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $159.99
price for USA in USD
  • ISBN 978-1-4419-2810-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Filtering Theory
Authors
Series Title
Stochastic Modelling and Applied Probability
Series Volume
13
Copyright
1980
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York
eBook ISBN
978-1-4757-6592-2
DOI
10.1007/978-1-4757-6592-2
Hardcover ISBN
978-0-387-90445-0
Softcover ISBN
978-1-4419-2810-8
Series ISSN
0172-4568
Edition Number
1
Number of Pages
XVI, 318
Topics