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Filtering for Stochastic Processes with Applications to Guidance: Second Edition
 
Filtering for Stochastic Processes with Applications to Guidance
AMS Chelsea Publishing: An Imprint of the American Mathematical Society
eBook ISBN:  978-1-4704-6771-5
Product Code:  CHEL/326.E
List Price: $65.00
MAA Member Price: $58.50
AMS Member Price: $58.50
Filtering for Stochastic Processes with Applications to Guidance
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Filtering for Stochastic Processes with Applications to Guidance: Second Edition
AMS Chelsea Publishing: An Imprint of the American Mathematical Society
eBook ISBN:  978-1-4704-6771-5
Product Code:  CHEL/326.E
List Price: $65.00
MAA Member Price: $58.50
AMS Member Price: $58.50
  • Book Details
     
     
    AMS Chelsea Publishing
    Volume: 3261987; 217 pp
    MSC: Primary 93;

    This second edition preserves the original text of 1968, with clarification and added references.

    From the Preface to the Second Edition: “Since the First Edition of this book, numerous important results have appeared—in particular stochastic integrals with respect to martingales, random fields, Riccati equation theory and realization of nonlinear filters, to name a few. In Appendix D, an attempt is made to provide some of the references that the authors have found useful and to comment on the relation of the cited references to the field ... [W]e hope that this new edition will have the effect of hastening the day when the nonlinear filter will enjoy the same popularity in applications as the linear filter does now.”

  • Additional Material
     
     
  • Requests
     
     
    Review Copy – for publishers of book reviews
    Permission – for use of book, eBook, or Journal content
    Accessibility – to request an alternate format of an AMS title
Volume: 3261987; 217 pp
MSC: Primary 93;

This second edition preserves the original text of 1968, with clarification and added references.

From the Preface to the Second Edition: “Since the First Edition of this book, numerous important results have appeared—in particular stochastic integrals with respect to martingales, random fields, Riccati equation theory and realization of nonlinear filters, to name a few. In Appendix D, an attempt is made to provide some of the references that the authors have found useful and to comment on the relation of the cited references to the field ... [W]e hope that this new edition will have the effect of hastening the day when the nonlinear filter will enjoy the same popularity in applications as the linear filter does now.”

Review Copy – for publishers of book reviews
Permission – for use of book, eBook, or Journal content
Accessibility – to request an alternate format of an AMS title
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