Ditemukan 2 dokumen yang sesuai dengan query
Schuss, Zeev
New York: John Wiley & Sons, 1980
519.2 SCH t
Buku Teks Universitas Indonesia Library
Schuss, Zeev
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This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density. Furthermore, it presents analytical methods for constructing asymptotic approximations to their solution and for synthesizing asymptotically optimal filters. It also offers a new approach to ...
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New York: [Springer, ], 2012
e20419201
eBooks Universitas Indonesia Library