Fundamentals of Stochastic Filtering (Record no. 58845)

MARC details
000 -LEADER
fixed length control field 03291nam a22004815i 4500
001 - CONTROL NUMBER
control field 978-0-387-76896-0
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20250710084025.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 130821s2009 xxu| s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780387768960
-- 99780387768960
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-0-387-76896-0
Source of number or code doi
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition information 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Bain, Alan.
Relator term author.
245 10 - TITLE STATEMENT
Title Fundamentals of Stochastic Filtering
Medium [recurso electrónico] /
Statement of responsibility, etc. by Alan Bain, Dan Crisan.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture New York, NY :
Name of producer, publisher, distributor, manufacturer Springer New York :
-- Imprint: Springer,
Date of production, publication, distribution, manufacture, or copyright notice 2009.
300 ## - PHYSICAL DESCRIPTION
Extent XIII, 390 p.
Other physical details online resource.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term recurso en línea
Carrier type code cr
Source rdacarrier
347 ## - DIGITAL FILE CHARACTERISTICS
File type text file
Encoding format PDF
Source rda
490 1# - SERIES STATEMENT
Series statement Stochastic Modelling and Applied Probability,
International Standard Serial Number 0172-4568 ;
Volume/sequential designation 60
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Filtering Theory -- The Stochastic Process ? -- The Filtering Equations -- Uniqueness of the Solution to the Zakai and the Kushner-Stratonovich Equations -- The Robust Representation Formula -- Finite-Dimensional Filters -- The Density of the Conditional Distribution of the Signal -- Numerical Algorithms -- Numerical Methods for Solving the Filtering Problem -- A Continuous Time Particle Filter -- Particle Filters in Discrete Time.
520 ## - SUMMARY, ETC.
Summary, etc. The objective of stochastic filtering is to determine the best estimate for the state of a stochastic dynamical system from partial observations. The solution of this problem in the linear case is the well known Kalman-Bucy filter which has found widespread practical application. The purpose of this book is to provide a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient background to enable study of the recent literature. While no prior knowledge of stochastic filtering is required, readers are assumed to be familiar with measure theory, probability theory and the basics of stochastic processes. Most of the technical results that are required are stated and proved in the appendices. The book is intended as a reference for graduate students and researchers interested in the field. It is also suitable for use as a text for a graduate level course on stochastic filtering. Suitable exercises and solutions are included.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element MATHEMATICS.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element FINANCE.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element NUMERICAL ANALYSIS.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element DISTRIBUTION (PROBABILITY THEORY).
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element MATHEMATICS.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element PROBABILITY THEORY AND STOCHASTIC PROCESSES.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element CONTROL, ROBOTICS, MECHATRONICS.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element NUMERICAL ANALYSIS.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element QUANTITATIVE FINANCE.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Crisan, Dan.
Relator term author.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9780387768953
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Stochastic Modelling and Applied Probability,
International Standard Serial Number 0172-4568 ;
Volume/sequential designation 60
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1007/978-0-387-76896-0">http://dx.doi.org/10.1007/978-0-387-76896-0</a>
Public note Ver el texto completo en las instalaciones del CICY
912 ## -
-- ZDB-2-SMA
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Libros electrónicos
Holdings
Lost status Source of classification or shelving scheme Damaged status Not for loan Collection Home library Current library Shelving location Date acquired Total checkouts Full call number Date last seen Price effective from Koha item type
  Dewey Decimal Classification     Libro electrónico CICY CICY Libro electrónico 10.07.2025   519.2 10.07.2025 10.07.2025 Libros electrónicos