Numerical Studies in Nonlinear Filtering - Y. Yavin
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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 v ... Full description
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Description
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.
More Information
| Author | Y. Yavin |
|---|---|
| Publisher | Springer Berlin Heidelberg |
| Series | Lecture Notes in Control and Information Sciences |
| Release year | 1984 |
| Cover type | Softcover |
| EAN | 9783540139584 |