Measure Theory and Filtering : Introduction and Applications
Book Details
Format
Paperback / Softback
ISBN-10
1107410711
ISBN-13
9781107410718
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Oct 4th, 2012
Print length
270 Pages
Weight
500 grams
Dimensions
24.30 x 16.80 x 1.50 cms
Product Classification:
Probability & statisticsCommunications engineering / telecommunications
Ksh 8,850.00
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This book provides an accessible introduction to measure theory and stochastic calculus, and develops into an excellent users' guide to filtering. A complete resource for engineers, or anyone with an interest in implementation of filtering techniques. Three chapters concentrate on applications from finance, genetics and population modelling. Also includes exercises.
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