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Numerical Studies in Nonlinear Filtering de Y. Yavin

Numerical Studies in Nonlinear Filtering: Lecture Notes in Control and Information Sciences, cartea 65

Autor Y. Yavin
en Limba Engleză Paperback – dec 1984

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Specificații

ISBN-13: 9783540139584
ISBN-10: 3540139583
Pagini: 288
Ilustrații: VII, 276 p. 1 illus.
Dimensiuni: 170 x 244 x 15 mm
Greutate: 0.46 kg
Ediția:1985
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Control and Information Sciences

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

Preliminaries.- Estimation of parameters via state observation.- Filtering via Markov chains approximation.- A Kalman filter for a class of nonlinear stochastic systems.- Approximating filters for continuous-time systems with interrupted observations.- Estimation in a multitarget environment.- State and parameter estimation.- State estimation for systems driven by wiener and poisson processes.- Prediction via Markov chains approximation.- Some extensions of linear filtering.