|Statement||Richard S. Bucy, Peter D. Joseph.|
|Contributions||Joseph, Peter D., 1936-|
|LC Classifications||QA274 .B83 2005|
|The Physical Object|
|LC Control Number||2004062711|
Get this from a library! Filtering for stochastic processes with applications to guidance. [Richard S Bucy; Peter D Joseph]. Although theory is emphasized, the text discusses numerous practical applications as well. Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential by: In the theory of stochastic processes, the filtering problem is a mathematical model for a number of state estimation problems in signal processing and related fields. The general idea is to establish a "best estimate" for the true value of some system from an incomplete, potentially noisy set of observations on that system. Purchase Stochastic Processes and Filtering Theory, Volume 64 - 1st Edition. Print Book & E-Book. ISBN , Pages:
Filtering for stochastic processes with applications to guidance | Richard S. Bucy, Peter D. Joseph. | download | B–OK. Download books for free. Find books. Richard S. Bucy is the author of Filtering for Stochastic Processes With Applications to Guidance ( avg rating, 1 rating, 0 reviews, published ), 3/5(1). Books shelved as stochastic-processes: Introduction to Stochastic Processes by Gregory F. Lawler, Adventures in Stochastic Processes by Sidney I. Resnick. Richard S Bucy Richard S Bucy is the author of books such as Filtering For Stochastic Processes With Applications To Guidance. Books by Richard S Bucy.
Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes. R. S. Bucy, P. D. Joseph: Filtering for Stochastic Processes with Applications to Guidance (Wiley-Interscience, New York ) zbMATH Google Scholar K. Karhunen: Über Lineare Methoden in der Wahrscheinlichkeitsrechnung Ann. Ac. Fennicae, by: 3. Stochastic filtering methods have found many applications, from Space Shuttles to self-driving cars. In this chapter we shall review some classical and modern filtering algorithms and show how Author: Ramaprasad Bhar. This book is designed as an introduction to the ideas and methods used to formulate mathematical models of physical processes in terms of random functions. The rst ve chapters use the historical development of the study of Brownian motion as their guiding narrative. The remaining chapters are devoted to methods of solution for stochastic models.