Stochastic filtering theory
Stochastic filtering theory
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DOI：
10.1017/s0001867800031967
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发表时间：
1979-06
影响因子：
1.2
通讯作者：
G. Kallianpur
中科院分区：
文献类型：
--
作者：
G. Kallianpur
1 Stochastic Processes: Basic Concepts and Definitions.- 2 Martingales and the Wiener Process.- 3 Stochastic Integrals.- 4 The Ito Formula.- 5 Stochastic Differential Equations.- 6 Functionals of a Wiener Process.- 7 Absolute Continuity of Measures and Radon-Nikodym Derivatives.- 8 The General Filtering Problem and the Stochastic Equation of the Optimal Filter (Part I).- 9 Gaussian Solutions of Stochastic Equations.- 10 Linear Filtering Theory.- 11 The Stochastic Equation of the Optimal Filter (Part II).- Notes.- References.- Index of Commonly Used Symbols.
