Principles of Nonlinear Filtering Theory

Principles of Nonlinear Filtering Theory

Tao, Yangtianze; Jiao, Xiaopei; Kang, Jiayi; Yau, Stephen S.-T.; Sun, Zeju; Chen, Xiuqiong

Springer International Publishing AG

01/2025

472

Dura

9783031776830

Pré-lançamento - envio 15 a 20 dias após a sua edição

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Preface.- I. Preliminary knowledge.- 1. Probability theory.- 2. Stochastic processes.- 3. Stochastic differential equations.- 4. Optimization.- II. Filtering theory.- 5. The filtering equations.- 6. Estimation algebra.- III. Numerical algorithms.- 7. Yau-Yau algorithm.- 8. Direct methods.- 9. Classical filtering methods.- 10. Estimation algorithms based on deep learning.
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nonlinear filtering;S.-T. Yau text;text nonlinear filtering;law large numbers;central limit theorem;Yau-Yau algorithm;continuous Martingales;discrete Martingales;Doob-Meyer decomposition;stochastic integral;Kolmogorov equation;filtering equations;estimation algebra;numerical algorithms;algorithms on deep learning