Appropriate for upper-level undergraduates and graduate students, this volume addresses the fundamental concepts of martingales, stochastic integrals, and estimation. Written by an engineer for engineers, it emphasizes applications. Many theorems feature heuristic proofs; others include rigorous proofs to reinforce physical understanding. Numerous end-of-chapter problems enhance the book's practical value.
發表於2025-01-23
Nonlinear Filtering and Smoothing 2025 pdf epub mobi 電子書 下載
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Nonlinear Filtering and Smoothing 2025 pdf epub mobi 電子書 下載