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(Ebook) Measure theory and filtering: introduction and applications by Lakhdar Aggoun, Robert J. Elliott ISBN 9780511231759, 9780521838030, 051123175X, 0521838037

  • SKU: EBN-1011308
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4.4

40 reviews
Instant download (eBook) Measure theory and filtering: introduction and applications after payment.
Authors:Lakhdar Aggoun, Robert J. Elliott
Pages:270 pages.
Year:2004
Editon:1
Publisher:Cambridge University Press
Language:english
File Size:1.16 MB
Format:pdf
ISBNS:9780511231759, 9780521838030, 051123175X, 0521838037
Categories: Ebooks

Product desciption

(Ebook) Measure theory and filtering: introduction and applications by Lakhdar Aggoun, Robert J. Elliott ISBN 9780511231759, 9780521838030, 051123175X, 0521838037

Aimed primarily at those outside of the field of statistics, this book not only provides an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion, but develops into an excellent user's guide to filtering. Including exercises for students, it will be a complete resource for engineers, signal processing researchers or anyone with an interest in practical implementation of filtering techniques, in particular, the Kalman filter. Three separate chapters concentrate on applications arising in finance, genetics and population modelling.
*Free conversion of into popular formats such as PDF, DOCX, DOC, AZW, EPUB, and MOBI after payment.

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