Elements of Probability Theory

Autor: Tsu T. Soong, Peter A. Ruymgaart
Rok vydání: 1988
Předmět:
Zdroj: Mathematics of Kalman-Bucy Filtering ISBN: 9783540187813
Mathematics of Kalman-Bucy Filtering ISBN: 9783642968440
DOI: 10.1007/978-3-642-73341-3_1
Popis: As the Kalman-Bucy filtering theory is a probabilistic concept, an understanding of some basic concepts in probability theory is necessary in the study of this subject. We begin this discourse by reviewing some of the basic elements in probability theory. Details and proofs can be found in [1.1–-4], for example.
Databáze: OpenAIRE