Measure theory and filtering : introduction and applications /

Measure theory and filtering : introduction and applications /

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Bibliographic Details
Author / Creator:Aggoun, Lakhdar.
Imprint:Cambridge, UK ; New York : Cambridge University Press, 2004.
Description:1 online resource (x, 258 pages)
Language:English
Series:Cambridge series in statistical and probabilistic mathematics
Cambridge series on statistical and probabilistic mathematics.
Subject:
Measure theory.
Kalman filtering.
Kalman filtering.
Measure theory.
Electronic books.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11812524
Hidden Bibliographic Details
Other authors / contributors:Elliott, Robert J. (Robert James), 1940-
ISBN:051123175X
9780511231759
0511229380
9780511229381
0511230222
9780511230226
0511231008
9780511231001
9780511755330
0511755333
9780521838030
0521838037
0521838037
1107161967
9781107161962
1280703180
9781280703188
9786610703180
6610703183
0511316879
9780511316876
Notes:Includes bibliographical references (pages 255-256) and index.
English.
Print version record.
Summary:Provides an accessible introduction to measure theory and stochastic calculus, and develops into an excellent users' guide to filtering. A complete resource for engineers, or anyone with an interest in implementation of filtering techniques. Three chapters concentrate on applications from finance, genetics and population modelling. Also includes exercises.
Other form:Print version: Aggoun, Lakhdar. Measure theory and filtering. Cambridge, UK ; New York : Cambridge University Press, 2004 0521838037

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