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Principles of Nonlinear Filtering Theory

This text presents a comprehensive and unified treatment of nonlinear filtering theory, with a strong emphasis on its mathematical underpinnings. It is tailored to meet the needs of a diverse readership, including mathematically inclined engineers and scientists at both graduate and post-graduate le...

Täydet tiedot

Tallennettuna:
Bibliografiset tiedot
Päätekijät: Yau, Stephen S.-T (Tekijä), Chen, Xiuqiong (Tekijä), Jiao, Xiaopei (Tekijä), Kang, Jiayi (Tekijä), Sun, Zeju (Tekijä), Tao, Yangtianze (Tekijä)
Yhteisötekijä: SpringerLink (Online service)
Aineistotyyppi: Elektroninen E-kirja
Kieli:englanti
Julkaistu: Cham : Springer Nature Switzerland : Imprint: Springer, 2024.
Painos:1st ed. 2024.
Sarja:Algorithms and Computation in Mathematics, 33
Aiheet:
Stochastic processes.
Control engineering.
Differential equations.
Stochastic Processes.
Control and Systems Theory.
Differential Equations.
Linkit:https://doi.org/10.1007/978-3-031-77684-7
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Sisällysluettelo:
  • Preface
  • I. Preliminary knowledge
  • 1. Probability theory
  • 2. Stochastic processes
  • 3. Stochastic differential equations
  • 4. Optimization
  • II. Filtering theory
  • 5. The filtering equations
  • 6. Estimation algebra
  • III. Numerical algorithms
  • 7. Yau-Yau algorithm
  • 8. Direct methods
  • 9. Classical filtering methods
  • 10. Estimation algorithms based on deep learning.

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