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portada Descargar ficha PDF Título: Filtering For Stochastic Processes With Applications To Guidance
Autor: Bucy , Richard S. And Peter D. Joseph Precio: $499.50
Editorial: American Mathematical Society Año: 1987
Tema: Matematicas Edición:
Sinopsis ISBN: 9780821837825
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."

Table of Contents
Part I. Theory

Ordinary differential equations and stability
Random processes and stochastic models
Observability and controllability
Filtering theory
Global theory of filtering
Stochastic stability
Optimal filtering for correlated noise processes
Approximate optimal non-linear filtering
Optimum filtering for discrete time random processes
Stochastic control
Open questions and historical comments

Part II. Applications

Application to navigation
Applications of filter theory and modeling techniques
Free flight and powered flight navigation
Error analyses and sub-optimal modeling
Errors in the filtering process
Appendix A. Least squares curve fitting
Appendix B. Probability review
References
Appendix C. The Riccati equation and its bounds
Appendix D. Further references
Index
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