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Nonlinear Filtering and Optimal Phase Tracking Rutilius Taurus Aemilianus Die Zugehörigkeit zu den Kammern

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SKU 92527240657
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Die Zugehörigkeit zu den Kammern (§2) -- B

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Nonlinear Filtering and Optimal Phase Tracking Rutilius Taurus Aemilianus Die Zugehörigkeit zu den KammernThis book offers an analytical rather than measure theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density. Furthermore, it presents analytical methods for constructing asymptotic

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