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Statistics of Random Processes Ii: Applications - Stochastic Modelling and Applied Probability Robert S. Liptser 2nd Rev. and Exp. Ed. 2001 edition
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Statistics of Random Processes Ii: Applications - Stochastic Modelling and Applied Probability
Robert S. Liptser
The second of two volumes on non-linear filtering theory and its applications in problems of optimal estimation, control with incomplete data, information theory and sequential testing of hypotheses. This edition has a new chapter on asymptotically optimal filtering under diffusion approximation.
417 pages, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | November 6, 2000 |
| ISBN13 | 9783540639282 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 417 |
| Dimensions | 164 × 239 × 31 mm · 747 g |
| Language | German |
| Translator | Aries, A. B. |
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