找回密码
 To register

QQ登录

只需一步,快速开始

扫一扫,访问微社区

Titlebook: Mathematics of Kalman-Bucy Filtering; Peter A. Ruymgaart,Tsu T. Soong Textbook 19851st edition Springer Verlag Berlin Heidelberg 1985 Brow

[复制链接]
查看: 52466|回复: 35
发表于 2025-3-21 19:41:26 | 显示全部楼层 |阅读模式
书目名称Mathematics of Kalman-Bucy Filtering
编辑Peter A. Ruymgaart,Tsu T. Soong
视频video
丛书名称Springer Series in Information Sciences
图书封面Titlebook: Mathematics of Kalman-Bucy Filtering;  Peter A. Ruymgaart,Tsu T. Soong Textbook 19851st edition Springer Verlag Berlin Heidelberg 1985 Brow
描述Since their introduction in the mid 1950s, the filtering techniques developed by Kalman, and by Kalman and Bucy have been widely known and widely used in all areas of applied sciences. Starting with applications in aerospace engineering, their impact has been felt not only in all areas of engineering but also in the social sciences, biological sciences, medical sciences, as well as all other physical sciences. Despite all the good that has come out of this devel­ opment, however, there have been misuses because the theory has been used mainly as a tool or a procedure by many applied workers without them fully understanding its underlying mathematical workings. This book addresses a mathematical approach to Kalman-Bucy filtering and is an outgrowth of lectures given at our institutions since 1971 in a sequence of courses devoted to Kalman-Bucy filters. The material is meant to be a theoretical complement to courses dealing with applications and is designed for students who are well versed in the techniques of Kalman-Bucy filtering but who are also interested in the mathematics on which these may be based. The main topic addressed in this book is continuous-time Kalman-Bucy filtering
出版日期Textbook 19851st edition
关键词Brownian motion; Gaussian distribution; Gaussian process; Lévy process; Mathematics; Random variable; equa
版次1
doihttps://doi.org/10.1007/978-3-642-96842-6
isbn_ebook978-3-642-96842-6Series ISSN 0720-678X
issn_series 0720-678X
copyrightSpringer Verlag Berlin Heidelberg 1985
The information of publication is updating

书目名称Mathematics of Kalman-Bucy Filtering影响因子(影响力)




书目名称Mathematics of Kalman-Bucy Filtering影响因子(影响力)学科排名




书目名称Mathematics of Kalman-Bucy Filtering网络公开度




书目名称Mathematics of Kalman-Bucy Filtering网络公开度学科排名




书目名称Mathematics of Kalman-Bucy Filtering被引频次




书目名称Mathematics of Kalman-Bucy Filtering被引频次学科排名




书目名称Mathematics of Kalman-Bucy Filtering年度引用




书目名称Mathematics of Kalman-Bucy Filtering年度引用学科排名




书目名称Mathematics of Kalman-Bucy Filtering读者反馈




书目名称Mathematics of Kalman-Bucy Filtering读者反馈学科排名




单选投票, 共有 1 人参与投票
 

0票 0.00%

Perfect with Aesthetics

 

1票 100.00%

Better Implies Difficulty

 

0票 0.00%

Good and Satisfactory

 

0票 0.00%

Adverse Performance

 

0票 0.00%

Disdainful Garbage

您所在的用户组没有投票权限
发表于 2025-3-21 22:00:59 | 显示全部楼层
The Stochastic Dynamic System,rces whose random components are modeled by Brownian motion. In this chapter we are concerned with this system. Since only a sample of the stochastic processes is realized at the end of each physical experiment modeled by the dynamic system, the use of sample calculus is appropriate in the mathematical model.
发表于 2025-3-22 00:57:24 | 显示全部楼层
0720-678X idely used in all areas of applied sciences. Starting with applications in aerospace engineering, their impact has been felt not only in all areas of engineering but also in the social sciences, biological sciences, medical sciences, as well as all other physical sciences. Despite all the good that
发表于 2025-3-22 06:36:31 | 显示全部楼层
发表于 2025-3-22 11:42:20 | 显示全部楼层
发表于 2025-3-22 15:20:17 | 显示全部楼层
Springer Verlag Berlin Heidelberg 1985
发表于 2025-3-22 17:11:31 | 显示全部楼层
发表于 2025-3-22 23:45:19 | 显示全部楼层
Calculus in Mean Square,chapter to the extent required for Chap. 3. Since the class of stochastic processes to be considered contains real functions as a special case, some of this development is also applicable to ordinary real functions.
发表于 2025-3-23 01:23:32 | 显示全部楼层
A Theorem by Liptser and Shiryayev,rse is the fact that success of the filter depends on the contamination of observation by white noise, much like dimming the light to see more clearly. The purpose of this short chapter is to shed some light on this self-contradictory phenomenon through a theorem by Liptser and Shiryayev.
发表于 2025-3-23 07:17:38 | 显示全部楼层
Springer Series in Information Scienceshttp://image.papertrans.cn/m/image/626943.jpg
 关于派博传思  派博传思旗下网站  友情链接
派博传思介绍 公司地理位置 论文服务流程 影响因子官网 SITEMAP 大讲堂 北京大学 Oxford Uni. Harvard Uni.
发展历史沿革 期刊点评 投稿经验总结 SCIENCEGARD IMPACTFACTOR 派博系数 清华大学 Yale Uni. Stanford Uni.
|Archiver|手机版|小黑屋| 派博传思国际 ( 京公网安备110108008328) GMT+8, 2025-6-5 23:13
Copyright © 2001-2015 派博传思   京公网安备110108008328 版权所有 All rights reserved
快速回复 返回顶部 返回列表