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QA274.7 .F75 2007
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Filtering and prediction2007Math & Statistics Library » QA274.7 .F75 2007
Show full pageFiltering and prediction : a primer / B. Fristedt, N. Jain, N. Krylov.
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- QA274.7 .F75 2007
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- Author/Creator:
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Fristedt, Bert, 1937-
- Language:
- English
- Imprint:
- Providence, R.I. : American Mathematical Society, c2007.
- Format:
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- Book
- xi, 252 p. ; 22 cm.
- Bibliography:
- Includes bibliographical references (p. 247) and index.
- Contents:
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- 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:
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Student mathematical library, 1520-9121 ; v. 38
Student mathematical library ; v. 38. 1520-9121 - Subjects:
- ISBN:
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9780821843338
0821843338 - Catkey: 9563820
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