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Fundamentals of Stochastic Filtering

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Cover of 'Fundamentals of Stochastic Filtering'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 The Stochastic Process π
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    Chapter 3 The Filtering Equations
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    Chapter 4 Uniqueness of the Solution to the Zakai and the Kushner–Stratonovich Equations
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    Chapter 5 The Robust Representation Formula
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    Chapter 6 Finite-Dimensional Filters
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    Chapter 7 The Density of the Conditional Distribution of the Signal
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    Chapter 8 Numerical Methods for Solving the Filtering Problem
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    Chapter 9 A Continuous Time Particle Filter
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    Chapter 10 Particle Filters in Discrete Time
Attention for Chapter 5: The Robust Representation Formula
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