Numerical studies in nonlinear filtering
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Livre numérique |
| Sprache: | Anglais |
| Veröffentlicht: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Schriftenreihe: | Lecture notes in control and information sciences
65 |
| Schlagworte: | |
| Online Zugang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Anmerkung: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Numerical studies in nonlinear filtering, Yaakov Yavin, Berlin, Springer-Verlag, 1985, 1 vol. (VII-273 p.), Lecture notes in control and information sciences, 0-387-13958-3 • Numerical Studies in Nonlinear Filtering, Texte imprimé, 9783662185841 |
Inhaltsangabe:
- Preliminaries
- Estimation of parameters via state observation
- Filtering via Markov chains approximation
- A Kalman filter for a class of nonlinear stochastic systems
- Approximating filters for continuous-time systems with interrupted observations
- Estimation in a multitarget environment
- State and parameter estimation
- State estimation for systems driven by wiener and poisson processes
- Prediction via Markov chains approximation
- Some extensions of linear filtering.