| 書目名稱 | Mathematics of Kalman-Bucy Filtering |
| 編輯 | Peter A. Ruymgaart,Tsu T. Soong |
| 視頻video | http://file.papertrans.cn/627/626943/626943.mp4 |
| 叢書名稱 | Springer Series in Information Sciences |
| 圖書封面 |  |
| 描述 | Since their introduction in the mid 1950s, the filtering techniques developed by Kalman, and by Kalman and Bucy have been widely known and widely used in all areas of applied sciences. Starting with applications in aerospace engineering, their impact has been felt not only in all areas of engineering but also in the social sciences, biological sciences, medical sciences, as well as all other physical sciences. Despite all the good that has come out of this devel- opment, however, there have been misuses because the theory has been used mainly as a tool or a procedure by many applied workers without them fully understanding its underlying mathematical workings. This book addresses a mathematical approach to Kalman-Bucy filtering and is an outgrowth of lectures given at our institutions since 1971 in a sequence of courses devoted to Kalman-Bucy filters. The material is meant to be a theoretical complement to courses dealing with applications and is designed for students who are well versed in the techniques of Kalman-Bucy filtering but who are also interested in the mathematics on which these may be based. The main topic addressed in this book is continuous-time Kalman-Bucy filtering |
| 出版日期 | Textbook 19851st edition |
| 關鍵詞 | Brownian motion; Gaussian distribution; Gaussian process; Lévy process; Mathematics; Random variable; equa |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-96842-6 |
| isbn_ebook | 978-3-642-96842-6Series ISSN 0720-678X |
| issn_series | 0720-678X |
| copyright | Springer Verlag Berlin Heidelberg 1985 |
|Archiver|手機版|小黑屋|
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