An Introduction to Stochastic Filtering Theory
By (author) Jie Xiong
Normal Price: $122.95
Your Price: $110.66 AUD, inc. GST
Shipping: $7.95 per order
You Save: $12.30! (10% off normal price)
Plus...earn $5.53 in Boomerang Bucks
Availability: Available to Backorder, No Due Date for Supply
Introduction to Stochastic Filtering Theory by Jie Xiong
Book DescriptionStochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance. As a topic, Stochastic Filtering Theory has progressed rapidly in recent years. For example, the (branching) particle system representation of the optimal filter has been extensively studied to seek more effective numerical approximations of the optimal filter; the stability of the filter with "incorrect" initial state, as well as the long-term behavior of the optimal filter, has attracted the attention of many researchers; and although still in its infancy, the study of singular filtering models has yielded exciting results. In this text, Jie Xiong introduces the reader to the basics of Stochastic Filtering Theory before covering these key recent advances. The text is written in a style suitable for graduates in mathematics and engineering with a background in basic probability.
Buy Introduction to Stochastic Filtering Theory book by Jie Xiong from Australia's Online Bookstore, Boomerang Books.
Book DetailsISBN: 9780199219704
(242mm x 162mm x 22mm)
Imprint: Oxford University Press
Publisher: Oxford University Press
Publish Date: 17-Apr-2008
Country of Publication: United Kingdom
» Have you read this book? We'd like to know what you think about it - write a review about Introduction to Stochastic Filtering Theory book by Jie Xiong and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)
Author Biography - Jie Xiong
Jie Xiong received his PhD in Statistics from the University of North Carolina in 1992. He accepted a position as Assistant Professor in the University of Tennessee in 1993, and remains a professor in the Department of Mathematics. Besides many short visits to other institutes, he spent six months visiting the University of Wisconsin, another six months visiting the Fields Institute in Toronto, a year working in the University of Alberta as a Tier II Canada Research Chair in Stochastic Processes and Filtering, and one year in Weierstrass Institute in Berlin supported by a Humboldt Research Fellowship. Currently, he serves on the editorial board of the journal Communication on Stochastic Analysis.
Bestselling Books: Our Current Bestsellers | Australia's Hottest 1000 Books | Bestselling Fiction | Bestselling Crime Mysteries and Thrillers | Bestselling Non Fiction Books | Bestselling Sport Books | Bestselling Gardening and Handicrafts Books | Bestselling Biographies | Bestselling Food and Drink | Bestselling History | Bestselling Travel Books | Bestselling School Textbooks & Study Guides | Bestselling Children's General Non-Fiction | Bestselling Young Adult Fiction | Bestselling Children's Fiction | Bestselling Picture Books | Top 100 US Bestsellers
Phone: 1300 36 33 32 (9am-2pm Mon-Fri AEST) - International: +61 2 9960 7998 - Online Form
Address: Boomerang Books, 878 Military Road, Mosman Junction, NSW, 2088
© 2003-2016. All Rights Reserved. Eclipse Commerce Pty Ltd - ACN: 122 110 687 - ABN: 49 122 110 687
For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.