Cover Image

Mathematics of Kalman-Bucy Filtering /

Show other versions (2)

This book addresses the mathematics of Kalman-Bucy filtering and is designed for readers who are well versed in the practice of Kalman-Bucy filters but are interested in the mathematics on which they are based. The main topic in this book is the continuous-time Kalman-Bucy filter. Although the discr...

Full description

Bibliographic Details
Main Author:	Ruymgaart, Peter A.
Corporate Author:	SpringerLink (Online service)
Other Authors:	Soong, T. T.
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1988.
Edition:	Second edition.
Series:	Springer series in information sciences ; 14.
Subjects:	Computer science. Coding theory. Distribution (Probability theory) Statistics. Electronic books.
Online Access:	Connect to the full text of this electronic book

Similar Items

Mathematics of Kalman-Bucy Filtering /
by: Ruymgaart, Peter A.
Published: (1985)

Maximum Entropy, Information Without Probability and Complex Fractals : Classical and Quantum Approach /
by: Jumarie, Guy
Published: (2000)

Information Theory and Applications : Third Canadian Workshop Rockland, Ontario, Canada, May 30 - June 2, 1993 Proceedings /
Published: (1994)

Information and Randomness : An Algorithmic Perspective /
by: Calude, Cristian
Published: (1994)

Open Problems in Communication and Computation /
by: Cover, Thomas M.
Published: (1987)

Index to the distributions of mathematical statistics /
by: Haight, Frank A.
Published: (1958)

Stochastic Storage Processes : Queues, Insurance Risk, Dams, and Data Communication /
by: Prabhu, N. U.
Published: (1998)

Probability via Expectation /
by: Whittle, Peter, 1927-
Published: (2000)

A History of Inverse Probability : From Thomas Bayes to Karl Pearson /
by: Dale, Andrew I.
Published: (1991)

Statistics : the Conceptual Approach /
by: Iversen, Gudmund R.
Published: (1997)

Theory of Stochastic Canonical Equations : Volumes I and II /
by: Girko, V. L. (Vi͡acheslav Leonidovich)
Published: (2001)

Advances in the Statistical Sciences: Applied Probability, Stochastic Processes, and Sampling Theory : Volume I of the Festschrift in Honor of Professor V.M. Joshi's 70th Birthday /
by: MacNeill, Ian B.
Published: (1986)

Threshold Models in Non-linear Time Series Analysis /
by: Tong, Howell
Published: (1983)

Probability and Statistics : Theory and Applications /
by: Blom, Gunnar
Published: (1989)

Conditionally Specified Distributions /
by: Arnold, Barry C.
Published: (1992)

Festschrift for Lucien Le Cam : Research Papers in Probability and Statistics /
by: Pollard, David
Published: (1997)

Extremes and Related Properties of Random Sequences and Processes /
by: Leadbetter, M. R.
Published: (1983)

Information and Meaning : an Evolutionary Perspective /
by: Stonier, Tom
Published: (1997)

Introductory Statistics and Random Phenomena : Uncertainty, Complexity and Chaotic Behavior in Engineering and Science /
by: Denker, Manfred
Published: (1998)

Information Dynamics : Foundations and Applications /
by: Deco, Gustavo
Published: (2001)

Foundations of quantization for probability distributions /
by: Graf, Siegfried, 1949-
Published: (2000)

A Methodology for Uncertainty in Knowledge-Based Systems /
by: Weichselberger, Kurt
Published: (1990)

A Theory of Heuristic Information in Game-Tree Search /
by: Tzeng, Chun-Hung
Published: (1988)

Probabilistic and Statistical Methods in Computer Science /
by: Mari, Jean-François
Published: (2001)

Mathematical Statistics for Economics and Business /
by: Mittelhammer, Ron C.
Published: (1996)

Channel coding theory /
by: Csiszár, Imre, 1938-
Published: (1970)

Coding and complexity /
Published: (1975)

Information transmission with simbols [as printed] of different cost : course held at the Department of Automation and Information, June, 1972.
by: Csiszár, Imre
Published: (1972)

Introduction to Coding Theory /
by: Lint, J. H.
Published: (1999)

Source coding theory /
by: Longo, G. (Giuseppe)
Published: (1970)

Information-Spectrum Methods in Information Theory /
by: Han, Te Sun
Published: (2003)

Information and Coding Theory /
by: Jones, Gareth A., 1964-
Published: (2000)

Statistics of Random Processes II : Applications /
by: Liptser, R. S.
Published: (1978)

Strong Limit Theorems /
by: Lin, Zhengyan
Published: (1992)

An Introduction to Stochastic Processes and Their Applications /
by: Todorovic, P. (Petar)
Published: (1992)

High Dimensional Probability III /
by: Hoffmann-Jørgensen, Jørgen
Published: (2003)

Statistical Properties of the Generalized Inverse Gaussian Distribution /
by: Jørgensen, Bent
Published: (1982)

Computer Science and Statistics: Proceedings of the 13th Symposium on the Interface /
by: Eddy, William F.
Published: (1981)

The New Statistical Analysis of Data /
by: Anderson, T. W.
Published: (1996)

Limit Theorems for Large Deviations /
by: Saulis, L.
Published: (1991)