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Filtering and Prediction: A Primer (Student Mathematical Library)
B. Fristedt, N. Jain, N. Krylov
€ 69.87
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Description for Filtering and Prediction: A Primer (Student Mathematical Library)
Paperback. 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. Series: Student Mathematical Library. Num Pages: 252 pages. BIC Classification: PBT. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 216 x 138 x 14. Weight in Grams: 314.
Filtering and prediction is about observing moving objects when the observations are corrupted by random errors. The main focus is then on filtering out the errors and extracting from the observations the most precise information about the object, which itself may or may not be moving in a somewhat random fashion. Next comes the prediction step where, using information about the past behavior of the object, one tries to predict its future path. The first three chapters of the book deal with discrete probability spaces, random variables, conditioning, Markov chains, and filtering of discrete Markov chains. The next three chapters ... Read more
Filtering and prediction is about observing moving objects when the observations are corrupted by random errors. The main focus is then on filtering out the errors and extracting from the observations the most precise information about the object, which itself may or may not be moving in a somewhat random fashion. Next comes the prediction step where, using information about the past behavior of the object, one tries to predict its future path. The first three chapters of the book deal with discrete probability spaces, random variables, conditioning, Markov chains, and filtering of discrete Markov chains. The next three chapters ... Read more
Product Details
Format
Paperback
Publication date
2007
Publisher
American Mathematical Society
Condition
New
Series
Student Mathematical Library
Number of Pages
252
Place of Publication
Providence, United States
ISBN
9780821843338
SKU
V9780821843338
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
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