White Noise Theory Of Prediction Filtering And Smoothing

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White Noise Theory of Prediction, Filtering and Smoothing

Author : Gopinath Kallianpur
Publisher : CRC Press
ISBN 13 : 9782881246852
Total Pages : 624 pages
Book Rating : 4.2/5 (468 download)

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Book Synopsis White Noise Theory of Prediction, Filtering and Smoothing by : Gopinath Kallianpur

Download or read book White Noise Theory of Prediction, Filtering and Smoothing written by Gopinath Kallianpur and published by CRC Press. This book was released on 1988-01-01 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 finely additive white noise theory leading to a more simplified and direct presentation.

Encyclopaedia of Mathematics

Author : Michiel Hazewinkel
Publisher : Springer Science & Business Media
ISBN 13 : 9401512337
Total Pages : 543 pages
Book Rating : 4.4/5 (15 download)

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Book Synopsis Encyclopaedia of Mathematics by : Michiel Hazewinkel

Download or read book Encyclopaedia of Mathematics written by Michiel Hazewinkel and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 543 pages. Available in PDF, EPUB and Kindle. Book excerpt: This ENCYCLOPAEDIA OF MATHEMATICS aims to be a reference work for all parts of mathe matics. It is a translation with updates and editorial comments of the Soviet Mathematical Encyclopaedia published by 'Soviet Encyclopaedia Publishing House' in five volumes in 1977-1985. The annotated translation consists of ten volumes including a special index volume. There are three kinds of articles in this ENCYCLOPAEDIA. First of all there are survey-type articles dealing with the various main directions in mathematics (where a rather fme subdivi sion has been used). The main requirement for these articles has been that they should give a reasonably complete up-to-date account of the current state of affairs in these areas and that they should be maximally accessible. On the whole, these articles should be understandable to mathematics students in their first specialization years, to graduates from other mathematical areas and, depending on the specific subject, to specialists in other domains of science, en gineers and teachers of mathematics. These articles treat their material at a fairly general level and aim to give an idea of the kind of problems, techniques and concepts involved in the area in question. They also contain background and motivation rather than precise statements of precise theorems with detailed definitions and technical details on how to carry out proofs and constructions. The second kind of article, of medium length, contains more detailed concrete problems, results and techniques.

White Noise Analysis: Mathematics And Applications

Author : Takeyuki Hida
Publisher : World Scientific
ISBN 13 : 9814611565
Total Pages : 438 pages
Book Rating : 4.8/5 (146 download)

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Book Synopsis White Noise Analysis: Mathematics And Applications by : Takeyuki Hida

Download or read book White Noise Analysis: Mathematics And Applications written by Takeyuki Hida and published by World Scientific. This book was released on 1990-06-30 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proceedings contains articles on white noise analysis and related subjects. Applications in various branches of science are also discussed. White noise analysis stems from considering the time derivative of Brownian motion (“white noise”) as the basic ingredient of an infinite dimensional calculus. It provides a powerful mathematical tool for research fields such as stochastic analysis, potential theory in infinite dimensions and quantum field theory.

Stochastic Analysis

Author : Eddy Mayer-Wolf
Publisher : Academic Press
ISBN 13 : 1483218708
Total Pages : 553 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Stochastic Analysis by : Eddy Mayer-Wolf

Download or read book Stochastic Analysis written by Eddy Mayer-Wolf and published by Academic Press. This book was released on 2014-05-10 with total page 553 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Analysis: Liber Amicorum for Moshe Zakai focuses on stochastic differential equations, nonlinear filtering, two-parameter martingales, Wiener space analysis, and related topics. The selection first ponders on conformally invariant and reflection positive random fields in two dimensions; real time architectures for the Zakai equation and applications; and quadratic approximation by linear systems controlled from partial observations. Discussions focus on predicted miss, review of basic sequential detection problems, multigrid algorithms for the Zakai equation, invariant test functions and regularity, and reflection positivity. The text then takes a look at a model of stochastic differential equation in Hubert spaces applicable to Navier Stokes equation in dimension 2; wavelets as attractors of random dynamical systems; and Markov properties for certain random fields. The publication examines the anatomy of a low-noise jump filter, nonlinear filtering with small observation noise, and closed form characteristic functions for certain random variables related to Brownian motion. Topics include derivation of characteristic functions for the examples, proof of the theorem, sequential quadratic variation test, asymptotic optimal filters, mean decision time, and asymptotic optimal filters. The selection is a valuable reference for researchers interested in stochastic analysis.

Advances on Theoretical and Methodological Aspects of Probability and Statistics

Author : N. Balakrishnan
Publisher : CRC Press
ISBN 13 : 9780203493205
Total Pages : 562 pages
Book Rating : 4.4/5 (932 download)

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Book Synopsis Advances on Theoretical and Methodological Aspects of Probability and Statistics by : N. Balakrishnan

Download or read book Advances on Theoretical and Methodological Aspects of Probability and Statistics written by N. Balakrishnan and published by CRC Press. This book was released on 2003-04-24 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: At the International Indian Statistical Association Conference, held at McMaster University in Ontario, Canada, participants focused on advancements in theory and methodology of probability and statistics. This is one of two volumes containing invited papers from the meeting. The 32 chapters deal with different topics of interest, including stochastic processes and inference, distributions and characterizations, inference, Bayesian inference, selection methods, regression methods, and methods in health research. The text is ideal for applied mathematicians, statisticians, and researchers in the field.

Stochastic Processes

Author : Stamatis Cambanis
Publisher : Springer Science & Business Media
ISBN 13 : 1461579090
Total Pages : 373 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Stochastic Processes by : Stamatis Cambanis

Download or read book Stochastic Processes written by Stamatis Cambanis and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume celebrates the many contributions which Gopinath Kallianpur has made to probability and statistics. It comprises 40 chapters which taken together survey the wide sweep of ideas which have been influenced by Professor Kallianpur's writing and research.

Bayesian Filtering and Smoothing

Author : Simo Särkkä
Publisher : Cambridge University Press
ISBN 13 : 110703065X
Total Pages : 255 pages
Book Rating : 4.1/5 (7 download)

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Book Synopsis Bayesian Filtering and Smoothing by : Simo Särkkä

Download or read book Bayesian Filtering and Smoothing written by Simo Särkkä and published by Cambridge University Press. This book was released on 2013-09-05 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.

Linear Data-smoothing and Prediction in Theory and Practice

Author : Ralph Beebe Blackman
Publisher :
ISBN 13 :
Total Pages : 208 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Linear Data-smoothing and Prediction in Theory and Practice by : Ralph Beebe Blackman

Download or read book Linear Data-smoothing and Prediction in Theory and Practice written by Ralph Beebe Blackman and published by . This book was released on 1965 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Nonlinear Stochastic Integrators, Equations and Flows

Author : René Carmona
Publisher : CRC Press
ISBN 13 : 9782881247330
Total Pages : 184 pages
Book Rating : 4.2/5 (473 download)

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Book Synopsis Nonlinear Stochastic Integrators, Equations and Flows by : René Carmona

Download or read book Nonlinear Stochastic Integrators, Equations and Flows written by René Carmona and published by CRC Press. This book was released on 1990-01-01 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: Highly technical monograph in which the authors, writing on the basis of their own recent research for the benefit of expert readers, describe a general theory of stochastic integration appropriate to situations in which the integral is a nonlinear function of the integrand. Book club price, $37. (NW) Annotation copyrighted by Book News, Inc., Portland, OR

Stochastics in Finite and Infinite Dimensions

Author : Takeyuki Hida
Publisher : Springer Science & Business Media
ISBN 13 : 1461201675
Total Pages : 436 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Stochastics in Finite and Infinite Dimensions by : Takeyuki Hida

Download or read book Stochastics in Finite and Infinite Dimensions written by Takeyuki Hida and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the last fifty years, Gopinath Kallianpur has made extensive and significant contributions to diverse areas of probability and statistics, including stochastic finance, Fisher consistent estimation, non-linear prediction and filtering problems, zero-one laws for Gaussian processes and reproducing kernel Hilbert space theory, and stochastic differential equations in infinite dimensions. To honor Kallianpur's pioneering work and scholarly achievements, a number of leading experts have written research articles highlighting progress and new directions of research in these and related areas. This commemorative volume, dedicated to Kallianpur on the occasion of his seventy-fifth birthday, will pay tribute to his multi-faceted achievements and to the deep insight and inspiration he has so graciously offered his students and colleagues throughout his career. Contributors to the volume: S. Aida, N. Asai, K. B. Athreya, R. N. Bhattacharya, A. Budhiraja, P. S. Chakraborty, P. Del Moral, R. Elliott, L. Gawarecki, D. Goswami, Y. Hu, J. Jacod, G. W. Johnson, L. Johnson, T. Koski, N. V. Krylov, I. Kubo, H.-H. Kuo, T. G. Kurtz, H. J. Kushner, V. Mandrekar, B. Margolius, R. Mikulevicius, I. Mitoma, H. Nagai, Y. Ogura, K. R. Parthasarathy, V. Perez-Abreu, E. Platen, B. V. Rao, B. Rozovskii, I. Shigekawa, K. B. Sinha, P. Sundar, M. Tomisaki, M. Tsuchiya, C. Tudor, W. A. Woycynski, J. Xiong.

Regularity Theory and Stochastic Flows for Parabolic \ISPDES\n

$Download Regularity Theory and Stochastic Flows for Parabolic \ISPDES\n PDF Online Free$

Author : Franco Flandoli
Publisher : CRC Press
ISBN 13 : 9782884490450
Total Pages : 94 pages
Book Rating : 4.4/5 (94 download)

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Book Synopsis Regularity Theory and Stochastic Flows for Parabolic \ISPDES\n by : Franco Flandoli

Download or read book Regularity Theory and Stochastic Flows for Parabolic \ISPDES\n written by Franco Flandoli and published by CRC Press. This book was released on 1995-08-03 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt: First published in 1995. Routledge is an imprint of Taylor & Francis, an informa company.

Applied Stochastic Analysis

Author : M. H. A. Davis
Publisher : CRC Press
ISBN 13 : 9782881247163
Total Pages : 596 pages
Book Rating : 4.2/5 (471 download)

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Book Synopsis Applied Stochastic Analysis by : M. H. A. Davis

Download or read book Applied Stochastic Analysis written by M. H. A. Davis and published by CRC Press. This book was released on 1991 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of 22 articles based on papers presented at a workshop held at Imperial College, London, April 1989. They concern applications of stochastic analysis--the theory of stochastic integration, martingales and Markov processes--to a variety of applied problems centered around optimization of dynamical systems under uncertainty. Topics covered include characterization and approximation for stochastic system models, problems in stochastic control theory, and various facets of nonlinear filtering theory and system identification. Annotation copyrighted by Book News, Inc., Portland, OR

Kalman Filtering

Author : Harold Wayne Sorenson
Publisher :
ISBN 13 :
Total Pages : 472 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Kalman Filtering by : Harold Wayne Sorenson

Download or read book Kalman Filtering written by Harold Wayne Sorenson and published by . This book was released on 1985 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Random Probability Measures on Polish Spaces

Author : Hans Crauel
Publisher : CRC Press
ISBN 13 : 9780203219119
Total Pages : 138 pages
Book Rating : 4.2/5 (191 download)

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Book Synopsis Random Probability Measures on Polish Spaces by : Hans Crauel

Download or read book Random Probability Measures on Polish Spaces written by Hans Crauel and published by CRC Press. This book was released on 2002-07-25 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this monograph the narrow topology on random probability measures on Polish spaces is investigated in a thorough and comprehensive way. As a special feature, no additional assumptions on the probability space in the background, such as completeness or a countable generated algebra, are made. One of the main results is a direct proof of the rando

Distributed Parameter Control Systems

Author : Spyros G. Tzafestas
Publisher : Elsevier
ISBN 13 : 148314738X
Total Pages : 526 pages
Book Rating : 4.4/5 (831 download)

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Book Synopsis Distributed Parameter Control Systems by : Spyros G. Tzafestas

Download or read book Distributed Parameter Control Systems written by Spyros G. Tzafestas and published by Elsevier. This book was released on 2013-10-22 with total page 526 pages. Available in PDF, EPUB and Kindle. Book excerpt: Distributed Parameter Control Systems: Theory and Application is a two-part book consisting of 10 theoretical and five application-oriented chapters contributed by well-known workers in the distributed-parameter systems. The book covers topics of distributed parameter control systems in the areas of simulation, identification, state estimation, stability, control (optimal, stochastic, and coordinated), numerical approximation methods, optimal sensor, and actuator positioning. Five applications works include chemical reactors, heat exchangers, petroleum reservoirs/aquifers, and nuclear reactors. The text will be a useful reference for both graduate students and professional researchers working in the field.

Stochastic Processes and Related Topics

Author : Rainer Buckdahn
Publisher : CRC Press
ISBN 13 : 9780415298834
Total Pages : 294 pages
Book Rating : 4.2/5 (988 download)

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Book Synopsis Stochastic Processes and Related Topics by : Rainer Buckdahn

Download or read book Stochastic Processes and Related Topics written by Rainer Buckdahn and published by CRC Press. This book was released on 2002-05-16 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three Intertwined Brownian Topics: Exponential Functionals, Winding Numbers and Local Times. A unique opportunity to read ideas from all the top experts on the subject, Stochastic Processes and Related Topics is intended for postgraduates and researchers working in this area of mathematics and provides a useful source of reference.

Stochastic Processes and Related Topics

Author : Jeff Englebert
Publisher : CRC Press
ISBN 13 : 9782884490696
Total Pages : 186 pages
Book Rating : 4.4/5 (96 download)

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Book Synopsis Stochastic Processes and Related Topics by : Jeff Englebert

Download or read book Stochastic Processes and Related Topics written by Jeff Englebert and published by CRC Press. This book was released on 1996-02-09 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this volume is to make accessible to a greater audience papers given at the 10th Winterschool on Stochastic Processes in Siegmundsburg, Germany, March 1994. The papers include developments in stochastic analysis, applications to finance mathematics, Markov processes and diffusion processes, stochastic differential equations and stochastic partial differential equations.