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Statistics of Random Processes

Overview of attention for book
Cover of 'Statistics of Random Processes'

Table of Contents

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    Book Overview
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    Chapter 1 Conditionally Gaussian Processes
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    Chapter 2 Optimal Nonlinear Filtering: Interpolation and Extrapolation of Components of Conditionally Gaussian Processes
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    Chapter 3 Conditionally Gaussian Sequences: Filtering and Related Problems
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    Chapter 4 Application of Filtering Equations to Problems of Statistics of Random Sequences
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    Chapter 5 Linear Estimation of Random Processes
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    Chapter 6 Application of Optimal Nonlinear Filtering Equations to some Problems in Control Theory and Estimation Theory
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    Chapter 7 Parameter Estimation and Testing of Statistical Hypotheses for Diffusion-Type Processes
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    Chapter 8 Random Point Processes: Stieltjes Stochastic Integrals
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    Chapter 9 The Structure of Local Martingales, Absolute Continuity of Measures for Point Processes, and Filtering
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    Chapter 10 Asymptotically Optimal Filtering
Attention for Chapter 6: Application of Optimal Nonlinear Filtering Equations to some Problems in Control Theory and Estimation Theory
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Chapter title
Application of Optimal Nonlinear Filtering Equations to some Problems in Control Theory and Estimation Theory
Chapter number 6
Book title
Statistics of Random Processes
Published by
Springer Berlin Heidelberg, January 2001
DOI 10.1007/978-3-662-10028-8_6
Book ISBNs
978-3-64-208365-5, 978-3-66-210028-8
Authors

Robert S. Liptser, Albert N. Shiryaev

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Mendeley readers

The data shown below were compiled from readership statistics for 1 Mendeley reader of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 1 100%

Demographic breakdown

Readers by professional status Count As %
Professor 1 100%
Readers by discipline Count As %
Earth and Planetary Sciences 1 100%

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