New Titles  |  FAQ  |  Keep Informed  |  Review Cart  |  Contact Us Quick Search (Advanced Search ) Browse by Subject General Interest Logic & Foundations Number Theory Algebra & Algebraic Geometry Discrete Math & Combinatorics Analysis Differential Equations Geometry & Topology Probability & Statistics Applications Mathematical Physics Math Education

Filtering for Stochastic Processes with Applications to Guidance
 SEARCH THIS BOOK:
AMS Chelsea Publishing
1987; 217 pp; hardcover
Volume: 326
Reprint/Revision History:
reprinted 2005
ISBN-10: 0-8218-3782-6
ISBN-13: 978-0-8218-3782-5
List Price: US$39 Member Price: US$35.10
Order Code: CHEL/326.H

This second edition preserves the original text of 1968, with clarification and added references.

From the Preface to the Second Edition: "Since the First Edition of this book, numerous important results have appeared--in particular stochastic integrals with respect to martingales, random fields, Riccati equation theory and realization of nonlinear filters, to name a few. In Appendix D, an attempt is made to provide some of the references that the authors have found useful and to comment on the relation of the cited references to the field ... [W]e hope that this new edition will have the effect of hastening the day when the nonlinear filter will enjoy the same popularity in applications as the linear filter does now."

Part I. Theory
• Ordinary differential equations and stability
• Random processes and stochastic models
• Observability and controllability
• Filtering theory
• Global theory of filtering
• Stochastic stability
• Optimal filtering for correlated noise processes
• Approximate optimal non-linear filtering
• Optimum filtering for discrete time random processes
• Stochastic control
• Open questions and historical comments
Part II. Applications
{"extraction_info": {"found_math": true, "script_math_tex": 0, "script_math_asciimath": 0, "math_annotations": 0, "math_alttext": 0, "mathml": 0, "mathjax_tag": 0, "mathjax_inline_tex": 1, "mathjax_display_tex": 0, "mathjax_asciimath": 0, "img_math": 0, "codecogs_latex": 0, "wp_latex": 0, "mimetex.cgi": 0, "/images/math/codecogs": 0, "mathtex.cgi": 0, "katex": 0, "math-container": 0, "wp-katex-eq": 0, "align": 0, "equation": 0, "x-ck12": 0, "texerror": 0, "math_score": 0.22371377050876617, "perplexity": 4413.789876062096}, "config": {"markdown_headings": true, "markdown_code": true, "boilerplate_config": {"ratio_threshold": 0.18, "absolute_threshold": 10, "end_threshold": 15, "enable": true}, "remove_buttons": true, "remove_image_figures": true, "remove_link_clusters": true, "table_config": {"min_rows": 2, "min_cols": 3, "format": "plain"}, "remove_chinese": true, "remove_edit_buttons": true, "extract_latex": true}, "warc_path": "s3://commoncrawl/crawl-data/CC-MAIN-2015-35/segments/1440645298065.68/warc/CC-MAIN-20150827031458-00343-ip-10-171-96-226.ec2.internal.warc.gz"}