German
Fundamentals of Stochastic Filtering
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Introduction
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Altmetric BadgeChapter 2 The Stochastic Process π
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Altmetric BadgeChapter 3 The Filtering Equations
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Altmetric BadgeChapter 4 Uniqueness of the Solution to the Zakai and the Kushner–Stratonovich Equations
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Altmetric BadgeChapter 5 The Robust Representation Formula
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Altmetric BadgeChapter 6 Finite-Dimensional Filters
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Altmetric BadgeChapter 7 The Density of the Conditional Distribution of the Signal
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Altmetric BadgeChapter 8 Numerical Methods for Solving the Filtering Problem
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Altmetric BadgeChapter 9 A Continuous Time Particle Filter
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Altmetric BadgeChapter 10 Particle Filters in Discrete Time