Nonlinear Filtering and Smoothing: An Introduction to Martingales, Stochastic Integrals and Estimation Book + PRICE WATCH * Amazon pricing is not included in price watch

Nonlinear Filtering and Smoothing: An Introduction to Martingales, Stochastic Integrals and Estimation Book

Appropriate for upper-level undergraduates and graduate students, this volume addresses the fundamental concepts of martingales, stochastic integrals, and estimation. Written by an engineer for engineers, it emphasizes applications. Many theorems feature heuristic proofs; others include rigorous proofs to reinforce physical understanding. Numerous end-of-chapter problems enhance the book's practical value.Read More

from£N/A | RRP: £18.99
* Excludes Voucher Code Discount Also available Used from £N/A
  • 0486441644
  • 9780486441641
  • Venkatarama Krishnan
  • 1 January 2009
  • Dover Publications Inc.
  • Paperback (Book)
  • 336
As an Amazon Associate we earn from qualifying purchases. If you click through any of the links below and make a purchase we may earn a small commission (at no extra cost to you). Click here to learn more.

Would you like your name to appear with the review?

We will post your book review within a day or so as long as it meets our guidelines and terms and conditions. All reviews submitted become the licensed property of www.find-book.co.uk as written in our terms and conditions. None of your personal details will be passed on to any other third party.

All form fields are required.