White Noise Theory Of Prediction Filtering And Smoothing
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White Noise Theory Of Prediction Filtering And Smoothing
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Author : Gopinath Kallianpur
language : en
Publisher: CRC Press
Release Date : 1988-01-01
White Noise Theory Of Prediction Filtering And Smoothing written by Gopinath Kallianpur and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988-01-01 with Mathematics categories.
Based on the author’s own research, this book rigorously and systematically develops the theory of Gaussian white noise measures on Hilbert spaces to provide a comprehensive account of nonlinear filtering theory. Covers Markov processes, cylinder and quasi-cylinder probabilities and conditional expectation as well as predictio0n and smoothing and the varied processes used in filtering. Especially useful for electronic engineers and mathematical statisticians for explaining the systematic use of finely additive white noise theory leading to a more simplified and direct presentation.
Linear Data Smoothing And Prediction In Theory And Practice
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Author : Ralph Beebe Blackman
language : en
Publisher:
Release Date : 1965
Linear Data Smoothing And Prediction In Theory And Practice written by Ralph Beebe Blackman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1965 with Digital filters categories.
Encyclopaedia Of Mathematics
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Author : Michiel Hazewinkel
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Encyclopaedia Of Mathematics written by Michiel Hazewinkel and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This ENCYCLOPAEDIA OF MATHEMATICS aims to be a reference work for all parts of mathe matics. It is a translation with updates and editorial comments of the Soviet Mathematical Encyclopaedia published by 'Soviet Encyclopaedia Publishing House' in five volumes in 1977-1985. The annotated translation consists of ten volumes including a special index volume. There are three kinds of articles in this ENCYCLOPAEDIA. First of all there are survey-type articles dealing with the various main directions in mathematics (where a rather fme subdivi sion has been used). The main requirement for these articles has been that they should give a reasonably complete up-to-date account of the current state of affairs in these areas and that they should be maximally accessible. On the whole, these articles should be understandable to mathematics students in their first specialization years, to graduates from other mathematical areas and, depending on the specific subject, to specialists in other domains of science, en gineers and teachers of mathematics. These articles treat their material at a fairly general level and aim to give an idea of the kind of problems, techniques and concepts involved in the area in question. They also contain background and motivation rather than precise statements of precise theorems with detailed definitions and technical details on how to carry out proofs and constructions. The second kind of article, of medium length, contains more detailed concrete problems, results and techniques.
White Noise Analysis Mathematics And Applications
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Author : Takeyuki Hida
language : en
Publisher: World Scientific
Release Date : 1990-06-30
White Noise Analysis Mathematics And Applications written by Takeyuki Hida and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990-06-30 with categories.
This proceedings contains articles on white noise analysis and related subjects. Applications in various branches of science are also discussed. White noise analysis stems from considering the time derivative of Brownian motion (“white noise”) as the basic ingredient of an infinite dimensional calculus. It provides a powerful mathematical tool for research fields such as stochastic analysis, potential theory in infinite dimensions and quantum field theory.
Stochastic Analysis
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Author : Eddy Mayer-Wolf
language : en
Publisher: Academic Press
Release Date : 2014-05-10
Stochastic Analysis written by Eddy Mayer-Wolf and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Mathematics categories.
Stochastic Analysis: Liber Amicorum for Moshe Zakai focuses on stochastic differential equations, nonlinear filtering, two-parameter martingales, Wiener space analysis, and related topics. The selection first ponders on conformally invariant and reflection positive random fields in two dimensions; real time architectures for the Zakai equation and applications; and quadratic approximation by linear systems controlled from partial observations. Discussions focus on predicted miss, review of basic sequential detection problems, multigrid algorithms for the Zakai equation, invariant test functions and regularity, and reflection positivity. The text then takes a look at a model of stochastic differential equation in Hubert spaces applicable to Navier Stokes equation in dimension 2; wavelets as attractors of random dynamical systems; and Markov properties for certain random fields. The publication examines the anatomy of a low-noise jump filter, nonlinear filtering with small observation noise, and closed form characteristic functions for certain random variables related to Brownian motion. Topics include derivation of characteristic functions for the examples, proof of the theorem, sequential quadratic variation test, asymptotic optimal filters, mean decision time, and asymptotic optimal filters. The selection is a valuable reference for researchers interested in stochastic analysis.
Kalman Filtering
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Author : Harold Wayne Sorenson
language : en
Publisher:
Release Date : 1985
Kalman Filtering written by Harold Wayne Sorenson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Technology & Engineering categories.
Stochastic Processes
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Author : Stamatis Cambanis
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Processes written by Stamatis Cambanis and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This volume celebrates the many contributions which Gopinath Kallianpur has made to probability and statistics. It comprises 40 chapters which taken together survey the wide sweep of ideas which have been influenced by Professor Kallianpur's writing and research.
Advances On Theoretical And Methodological Aspects Of Probability And Statistics
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Author : N. Balakrishnan
language : en
Publisher: CRC Press
Release Date : 2003-04-24
Advances On Theoretical And Methodological Aspects Of Probability And Statistics written by N. Balakrishnan and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-04-24 with Mathematics categories.
At the International Indian Statistical Association Conference, held at McMaster University in Ontario, Canada, participants focused on advancements in theory and methodology of probability and statistics. This is one of two volumes containing invited papers from the meeting. The 32 chapters deal with different topics of interest, including stochastic processes and inference, distributions and characterizations, inference, Bayesian inference, selection methods, regression methods, and methods in health research. The text is ideal for applied mathematicians, statisticians, and researchers in the field.
Nonlinear Stochastic Integrators Equations And Flows
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Author : René Carmona
language : en
Publisher: CRC Press
Release Date : 1990-01-01
Nonlinear Stochastic Integrators Equations And Flows written by René Carmona and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990-01-01 with Mathematics categories.
Highly technical monograph in which the authors, writing on the basis of their own recent research for the benefit of expert readers, describe a general theory of stochastic integration appropriate to situations in which the integral is a nonlinear function of the integrand. Book club price, $37. (NW) Annotation copyrighted by Book News, Inc., Portland, OR
Stochastics In Finite And Infinite Dimensions
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Author : Takeyuki Hida
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastics In Finite And Infinite Dimensions written by Takeyuki Hida and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
During the last fifty years, Gopinath Kallianpur has made extensive and significant contributions to diverse areas of probability and statistics, including stochastic finance, Fisher consistent estimation, non-linear prediction and filtering problems, zero-one laws for Gaussian processes and reproducing kernel Hilbert space theory, and stochastic differential equations in infinite dimensions. To honor Kallianpur's pioneering work and scholarly achievements, a number of leading experts have written research articles highlighting progress and new directions of research in these and related areas. This commemorative volume, dedicated to Kallianpur on the occasion of his seventy-fifth birthday, will pay tribute to his multi-faceted achievements and to the deep insight and inspiration he has so graciously offered his students and colleagues throughout his career. Contributors to the volume: S. Aida, N. Asai, K. B. Athreya, R. N. Bhattacharya, A. Budhiraja, P. S. Chakraborty, P. Del Moral, R. Elliott, L. Gawarecki, D. Goswami, Y. Hu, J. Jacod, G. W. Johnson, L. Johnson, T. Koski, N. V. Krylov, I. Kubo, H.-H. Kuo, T. G. Kurtz, H. J. Kushner, V. Mandrekar, B. Margolius, R. Mikulevicius, I. Mitoma, H. Nagai, Y. Ogura, K. R. Parthasarathy, V. Perez-Abreu, E. Platen, B. V. Rao, B. Rozovskii, I. Shigekawa, K. B. Sinha, P. Sundar, M. Tomisaki, M. Tsuchiya, C. Tudor, W. A. Woycynski, J. Xiong.