Fundamentals of Stochastic Filtering by Dan Crisan, Alan Bain

Fundamentals of Stochastic Filtering

Stochastic Modelling and Applied Probability

Dan Crisan, Alan Bain

390 pages missing pub info (editions)

nonfiction mathematics challenging informative medium-paced
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Many aspects of phenomena critical to our lives can not be measured directly. Fortunately models of these phenomena, together with more limited obs- vations frequently allow us to make reasonable inferences about the state of the systems that a?ec...

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