E-Books durchsuchen

Fundamentals of Stochastic Filtering [2009]

1
Introduction
13
The Stochastic Process π
47
The Filtering Equations
95
Uniqueness of the Solution to the Zakai and the Kushner–Stratonovich Equations
127
The Robust Representation Formula
141
Finite-Dimensional Filters
165
The Density of the Conditional Distribution of the Signal
191
Numerical Methods for Solving the Filtering Problem
221
A Continuous Time Particle Filter
257
Particle Filters in Discrete Time
Feedback