Mendeley出力
＜図書＞
Fundamentals of stochastic filtering
| 責任表示 | Alan Bain, Dan Crisan |
|---|---|
| シリーズ | Stochastic modelling and applied probability ; 60 |
| データ種別 | 図書 |
| 出版情報 | New York : Springer , c2009 |
| 本文言語 | 英語 |
| 大きさ | xiii, 390 p. ; 25 cm |
| 概要 | The objective of stochastic filtering is to determine the best estimate for the state of a stochastic dynamical system from partial observations. The solution of this problem in the linear case is the...well known Kalman-Bucy filter which has found widespread practical application. The purpose of this book is to provide a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods.続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/6990054 |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
|---|---|---|---|---|---|---|---|---|---|---|
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理系図3F 数理独自 | BAIN/5/1 | 2009 |
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023212008006963 |
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書誌詳細
| 一般注記 | Bibliography: p. [367]-382 Includes indexes HTTP:URL=http://dx.doi.org/10.1007/978-0-387-76896-0 |
|---|---|
| 著者標目 | Bain, Alan Crisan, Dan |
| 件 名 | LCSH:Stochastic processes LCSH:Filters (Mathematics) |
| 分 類 | LCC:QA274 DC22:519.22 |
| 書誌ID | 1001244228 |
| ISBN | 9780387768953 |
| NCID | BA88297972 |
| 巻冊次 | ISBN:9780387768953 |
| NBN | GBA875740 |
| 登録日 | 2009.09.18 |
| 更新日 | 2017.02.18 |