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    3. Nonlinear Filtering and Optimal Phase Tracking (Applied Mathematical Sciences) by Zeev Schuss [Repost]

    Nonlinear Filtering and Optimal Phase Tracking (Applied Mathematical Sciences) by Zeev Schuss [Repost]

    Posted By: Free butterfly
    Date: 5 Jul 2015 08:50:16
    Nonlinear Filtering and Optimal Phase Tracking (Applied Mathematical Sciences) by Zeev Schuss [Repost]

    Nonlinear Filtering and Optimal Phase Tracking (Applied Mathematical Sciences) by Zeev Schuss
    English | Nov 17, 2011 | ISBN: 146140486X | 275 Pages | PDF | 2 MB

    This 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.

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