An introduction to stochastic filtering theory /

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Bibliographic Details
Author / Creator:	Xiong, Jie.
Imprint:	Oxford, UK : Oxford University Press, 2008.
Description:	1 online resource (xiii, 270 pages)
Language:	English
Series:	Oxford graduate texts in mathematics ; 18 Oxford mathematics Oxford graduate texts in mathematics ; 18. Oxford mathematics.
Subject:	Stochastic processes. Filters (Mathematics) Prediction theory. Filters (Mathematics) Prediction theory. Stochastic processes. Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11183189

Hidden Bibliographic Details
ISBN:	0191551392 9780199219704 0199219702 9780191551390 0191551392 0199219702
Digital file characteristics:	data file
Notes:	Includes bibliographical references and index. Print version record.
Summary:	Stochastic filtering theory is a field that has seen a rapid development in recent years and this book, aimed at graduates and researchers in applied mathematics, provides an accessible introduction covering recent developments. - ;Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance. As a topic, Stochastic Filtering Theory has progressed rapidly in recent years. For example, the (branching) particle system representation of the optimal filter has bee.
Other form:	Print version: Xiong, Jie. Introduction to stochastic filtering theory. Oxford, UK : Oxford University Press, 2008

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