White Noise Theory of Prediction, Filtering and Smoothing: 1st Edition (Hardback) book cover

White Noise Theory of Prediction, Filtering and Smoothing

1st Edition

By Gopinath Kallianpur, Rajeeva L. Karandikar

CRC Press

614 pages

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Hardback: 9782881246852
pub: 1988-01-01
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Description

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.

Subject Categories

BISAC Subject Codes/Headings:
MAT000000
MATHEMATICS / General
SCI055000
SCIENCE / Physics