Statistics of Random Processes : II. Applications /

The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The required mathematical background is presented in the first...

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Bibliographic Details

Main Author:	Liptser, Robert S.
Corporate Author:	SpringerLink (Online service)
Other Authors:	Shiri︠a︡ev, A. N. (Alʹbert Nikolaevich)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2001.
Edition:	Second, rev. and Expanded edition.
Series:	Stochastic modelling and applied probability ; 6.
Subjects:	Mathematics. Distribution (Probability theory) Mathematical statistics. Electronic books.
Online Access:	Connect to the full text of this electronic book