Linear And Nonlinear Filtering For Scientists And Engineers is popular PDF and ePub book, written by Nasir Uddin Ahmed in 1999-01-22, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Linear And Nonlinear Filtering For Scientists And Engineers can be Read Online from any device for your convenience.
Linear And Nonlinear Filtering For Scientists And Engineers Book PDF Summary
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.
Detail Book of Linear And Nonlinear Filtering For Scientists And Engineers PDF
- Author : Nasir Uddin Ahmed
- Release : 22 January 1999
- Publisher : World Scientific
- ISBN : 9789814495646
- Genre : Mathematics
- Total Page : 273 pages
- Language : English
- PDF File Size : 17,9 Mb
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