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Statistics of Random Processes I
Statistics of Random Processes I
Author: Robert S. Liptser, Albert N. Shiryaev
The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The book is not only addressed to mathematicians but should also serve the interests of other scientists who a...  more »
ISBN-13: 9783540639299
ISBN-10: 3540639292
Publication Date: 10/15/2004
Pages: 400
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Publisher: Springer
Book Type: Hardcover
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