Principles of Nonlinear Filtering Theory by Stephen S.-T. Yau... - 9783031776830

Principles of Nonlinear Filtering TheoryAuthor(s): Stephen S.-T. Yau, Xiuqiong Chen, Xiaopei Jiao, Jiayi Kang, Zeju Sun, Yangtianze Tao\nFormat: Hardback\nPublisher: Springer International Publishing AG, Switzerland\nImprint: Springer International Publishing AG\nISBN-13: 9783031776830, 978-3031776830\nSynopsis\nThis text presents a comprehensive and unified treatment of nonlinear filtering theory, with a strong emphasis on its mathematical underpinnings. It is tailored to meet the needs of a diverse readership, including mathematically inclined engineers and scientists at both graduate and post-graduate levels. What sets this book apart from other treatments of the topic is twofold. Firstly, it offers a complete treatment of filtering theory, providing readers with a thorough understanding of the subject. Secondly, it introduces updated methodologies and applications that are crucial in todays landscape. These include finite-dimensional filters, the Yau-Yau algorithm, direct methods.