Nonlinear Filtering and Optimal Phase Tracking formatIsbn:Softcover - 9781489973818 Abstract: Zu Beginn des Buches

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Nonlinear Filtering and Optimal Phase Tracking formatIsbn:Softcover - 9781489973818 Abstract: Zu Beginn des BuchesThis 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