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Linear & Nonlinear Filtering for Engineers & Scientists (Applied Mathematics) [Hardcover]

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Item description for Linear & Nonlinear Filtering for Engineers & Scientists (Applied Mathematics) by N. U. Ahmed...

The book combines both rigor and intuition to derive most of the classical results of linear and nonlinear filtering and beyond. Many fundamental results recently discovered by the author are included. Furthermore, many results that have appeared in recent years in the literature are also presented. The most interesting feature of the book is that all the derivations of the linear filter equations given in Chapters 3-11, beginning from the classical Kalman filter presented in Chapters 3 and 5, are based on one basic principle which is fully rigorous but also very intuitive and easily understandable. The second most interesting feature is that the book provides a rigorous theoretical basis for the numerical solution of nonlinear filter equations illustrated by multidimensional examples. The book also provides a strong foundation for theoretical understanding of the subject based on the theory of stochastic differential equations.

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Item Specifications...

Studio: World Scientific Publishing Company
Pages   256
Est. Packaging Dimensions:   Length: 0.75" Width: 6.25" Height: 8.5"
Weight:   1.15 lbs.
Binding  Hardcover
Publisher   World Scientific Publishing Company
ISBN  9810236093  
ISBN13  9789810236090  

Availability  0 units.

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Product Categories

1Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > General
2Books > Subjects > Professional & Technical > Professional Science > Mathematics > Mathematical Analysis
3Books > Subjects > Science > General
4Books > Subjects > Science > Mathematics > Applied > General
5Books > Subjects > Science > Mathematics > Applied
6Books > Subjects > Science > Mathematics > General
7Books > Subjects > Science > Mathematics > Mathematical Analysis

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