Filtering and prediction is about observing moving objects when the observations are corrupted by random errors. The main focus is then on filtering out the errors and extracting from the observations the most precise information about the object, which itself may or may not be moving in a somewhat random fashion. Next comes the prediction step where, using information about the past behavior of the object, one tries to predict its future path. The first three chapters of the book deal with discrete probability spaces, ...
Read More
Filtering and prediction is about observing moving objects when the observations are corrupted by random errors. The main focus is then on filtering out the errors and extracting from the observations the most precise information about the object, which itself may or may not be moving in a somewhat random fashion. Next comes the prediction step where, using information about the past behavior of the object, one tries to predict its future path. The first three chapters of the book deal with discrete probability spaces, random variables, conditioning, Markov chains, and filtering of discrete Markov chains. The next three chapters deal with the more sophisticated notions of conditioning in nondiscrete situations, filtering of continuous-space Markov chains, and of Wiener process. Filtering and prediction of stationary sequences is discussed in the last two chapters. The authors believe that they have succeeded in presenting necessary ideas in an elementary manner without sacrificing the rigor too much. Such rigorous treatment is lacking at this level in the literature.In the past few years the material in the book was offered as a one-semester undergraduate/beginning graduate course
Read Less
Add this copy of Filtering and Prediction: a Primer (Student to cart. $74.25, very good condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 2007 by Amer Mathematical Society.
Add this copy of Filtering and Prediction: a Primer (Student to cart. $86.39, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2007 by Amer Mathematical Society.
Add this copy of Filtering and Prediction: A Primer to cart. $86.88, new condition, Sold by Booksplease rated 3.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2007 by American Mathematical Society(RI).
Add this copy of Filtering and Prediction: a Primer (Student to cart. $92.94, new condition, Sold by Kennys.ie rated 4.0 out of 5 stars, ships from Galway, IRELAND, published 2007 by American Mathematical Society(RI).
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Filtering and prediction is about observing moving objects when the observations are corrupted by random errors. This title includes chapters that deal with discrete probability spaces, random variables, conditioning, Markov chains, and filtering of discrete Markov chains. It also discusses filtering and prediction of stationary sequences. Series: Student Mathematical Library. Num Pages: 252 pages. BIC Classification: PBT. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 216 x 138 x 14. Weight in Grams: 314. 2007. Paperback.....We ship daily from our Bookshop.
Add this copy of Filtering and Prediction to cart. $96.48, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2007 by American Mathematical Society(RI).
Add this copy of Filtering and Prediction: a Primer (Student to cart. $150.00, good condition, Sold by TEXTSHUB rated 5.0 out of 5 stars, ships from Franklin Lakes, NJ, UNITED STATES, published 2007 by American Mathematical Society.
Add this copy of Filtering and Prediction: a Primer (Student to cart. $152.37, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2007 by Amer Mathematical Society.
Add this copy of Filtering and Prediction: a Primer (Student to cart. $154.16, good condition, Sold by Book Words rated 4.0 out of 5 stars, ships from Midland Park, NJ, UNITED STATES, published 2007 by American Mathematical Society.
