By Alan Bain,Dan Crisan
This booklet presents a rigorous mathematical remedy of the non-linear stochastic filtering challenge utilizing smooth tools. specific emphasis is put on the theoretical research of numerical tools for the answer of the filtering challenge through particle equipment. The ebook should still supply enough history to allow examine of the new literature. whereas no earlier wisdom of stochastic filtering is needed, readers are assumed to be accustomed to degree conception, chance thought and the fundamentals of stochastic tactics. lots of the technical effects which are required are said and proved within the appendices. workouts and ideas are included.
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