前提
数学
牙石(牙科)
非线性系统
数学理论
数学证明
度量(数据仓库)
趋同(经济学)
应用数学
数理经济学
基质(化学分析)
计算机科学
认识论
医学
哲学
物理
几何学
材料科学
牙科
量子力学
数据库
经济
复合材料
经济增长
出处
期刊:Mathematics in science and engineering
日期:1970-01-01
被引量:1574
标识
DOI:10.1016/s0076-5392(09)x6022-4
摘要
This book presents a unified treatment of linear and nonlinear filtering theory for engineers, with sufficient emphasis on applications to enable the reader to use the theory. The need for this book is twofold. First, although linear estimation theory is relatively well known, it is largely scattered in the journal literature and has not been collected in a single source. Second, available literature on the continuous nonlinear theory is quite esoteric and controversial, and thus inaccessible to engineers uninitiated in measure theory and stochastic differential equations. Furthermore, it is not clear from the available literature whether the nonlinear theory can be applied to practical engineering problems. In attempting to fill the stated needs, the author has retained as much mathematical rigor as he felt was consistent with the prime objective to explain the theory to engineers. Thus, the author has avoided measure theory in this book by using mean square convergence, on the premise that everyone knows how to average. As a result, the author only requires of the reader background in advanced calculus, theory of ordinary differential equations, and matrix analysis.
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