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Dover Publications

Stochastic Processes and Filtering Theory

Stochastic Processes and Filtering Theory

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This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, it discusses numerous practical applications as well. 1970 edition.

Author: Andrew H. Jazwinski
Publisher: Dover Publications
Published: 11/12/2007
Pages: 376
Binding Type: Paperback
Weight: 0.89lbs
Size: 8.51h x 6.07w x 0.76d
ISBN: 9780486462745

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