TitleMathematics of Kalman-Bucy Filtering
Author(s)Ruymgaart, Peter A;Soong, Tsu T
PublicationBerlin, Heidelberg, Springer Berlin Heidelberg, 1988.
DescriptionXII, 170 p : online resource
Abstract NoteThe second edition has not deviated significantly from the first. The printing of this edition, however, has allowed us to make a number of corrections which escaped our scrutiny at the time of the first printing, and to generally improve and tighten our presentation of the material. Many of these changes were suggested to us by colleagues and readers and their kindness in doing so is greatly appreciated. Delft, The Netherlands and P. A. Ruymgaart Buffalo, New York, December, 1987 T. T. Soong Preface to the First Edition 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 as all also in the social sciences, biological sciences, medical sciences, as well 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 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
ISBN,Price9783642733413
Keyword(s)1. ANALYSIS 2. Analysis (Mathematics) 3. Coding and Information Theory 4. CODING THEORY 5. EBOOK 6. EBOOK - SPRINGER 7. INFORMATION THEORY 8. MATHEMATICAL ANALYSIS 9. PROBABILITIES 10. Probability Theory and Stochastic Processes 11. Statistics, general 12. Statistics??
Item TypeeBook
Multi-Media Links
Please Click here for eBook
Circulation Data
Accession#  Call#StatusIssued ToReturn Due On Physical Location
I01720     On Shelf