Fundamentals of stochastic filtering (English)
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- New search for: Crisan, Dan
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- New search for: Bain, Alan
- Further information on Bain, Alan:
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- New search for: Crisan, Dan
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2009
- Report / Print
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Title:Fundamentals of stochastic filtering
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Contributors:Bain, Alan ( author ) / Crisan, Dan ( author )
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Published in:
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Publisher:
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Place of publication:New York, NY
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Publication date:2009
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Size:XIII, 390 S.
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Remarks:240 mm x 160 mm
Literaturverz. S. [367] - 382
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ISBN:
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DOI:
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Type of media:Report
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Type of material:Print
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Language:English
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Contract number:11676119
- New search for: 31.70
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- New search for: 519.22
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Table of contents eBook
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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IntroductionBain, Alan / Crisan, Dan et al. | 2009
- 13
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The Stochastic Process πBain, Alan / Crisan, Dan et al. | 2009
- 47
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The Filtering EquationsBain, Alan / Crisan, Dan et al. | 2009
- 95
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Uniqueness of the Solution to the Zakai and the Kushner–Stratonovich EquationsBain, Alan / Crisan, Dan et al. | 2009
- 127
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The Robust Representation FormulaBain, Alan / Crisan, Dan et al. | 2009
- 141
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Finite-Dimensional FiltersBain, Alan / Crisan, Dan et al. | 2009
- 165
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The Density of the Conditional Distribution of the SignalBain, Alan / Crisan, Dan et al. | 2009
- 191
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Numerical Methods for Solving the Filtering ProblemBain, Alan / Crisan, Dan et al. | 2009
- 221
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A Continuous Time Particle FilterBain, Alan / Crisan, Dan et al. | 2009
- 257
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Particle Filters in Discrete TimeBain, Alan / Crisan, Dan et al. | 2009