by Gopinath Kallianpur, Rajeeva L. Karandikar
Based on the author’s own research, this book rigorously and systematically develops the theory of Gaussian white noise measures on Hilbert spaces to provide a comprehensive account of nonlinear filtering theory. Covers Markov processes, cylinder and quasi-cylinder probabilities and conditional expectation as well as predictio0n and smoothing and the varied processes used in filtering. Especially useful for electronic engineers and mathematical statisticians for explaining the systematic use of
ISBN: 9782881246852
624 pages
Published: 1988-01-01
Publisher: CRC Press