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Filtering and prediction : a primer / B. Fristedt, N. Jain, N. Krylov.

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Author/Creator:
Fristedt, Bert, 1937-
Language:
English.
Publication date:
2007
Imprint:
Providence, R.I. : American Mathematical Society, c2007.
Format:
  • Book
  • xi, 252 p. ; 22 cm.
Bibliography:
Includes bibliographical references (p. 247) and index.
Contents:
  • Markov chains
  • Filtering of discrete Markov chains
  • Conditional expectations
  • Filtering of continuous-space Markov chains
  • Wiener process and continuous time filtering
  • Stationary sequences
  • Prediction of stationary sequences.
Contributor:
Jain, N. (Naresh), 1937-
Krylov, N. V. (Nikolaĭ Vladimirovich)
Series:
Student mathematical library, 1520-9121 ; v. 38
Student mathematical library ; v. 38. 1520-9121
Subjects:
ISBN:
9780821843338
0821843338

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