Description

Book Synopsis
Filtering and prediction is about observing moving objects when the observations are corrupted by random errors. This title includes chapters that deal with discrete probability spaces, random variables, conditioning, Markov chains, and filtering of discrete Markov chains. It also discusses filtering and prediction of stationary sequences.

Table of Contents
Preliminaries Markov chains Filtering of discrete Markov chains Conditional expectations Filtering of continuous-space Markov chains Wiener process and continuous time filtering Stationary sequences Prediction of stationary sequences Bibliography Index.

Filtering and Prediction

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    A Paperback by Bert Fristedt, N. Jain, N.V. Krylov

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      Book details

      Publisher American Mathematical Society
      Published 9/30/2007 12:00:00 AM
      ISBN-13 9780821843338
      978-0821843338
      ISBN-10 0821843338

      Description

      Book Synopsis
      Filtering and prediction is about observing moving objects when the observations are corrupted by random errors. This title includes chapters that deal with discrete probability spaces, random variables, conditioning, Markov chains, and filtering of discrete Markov chains. It also discusses filtering and prediction of stationary sequences.

      Table of Contents
      Preliminaries Markov chains Filtering of discrete Markov chains Conditional expectations Filtering of continuous-space Markov chains Wiener process and continuous time filtering Stationary sequences Prediction of stationary sequences Bibliography Index.

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