Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

The Geometry of Filtering

The Geometry of Filtering

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783034601764
Condition
New
Product Description

Filtering is the science of nding the law of a process given a partial observation of it. The main objects we study here are di usion processes. These are naturally associated with second-order linear di erential operators which are semi-elliptic and so introduce a possibly degenerate Riemannian structure on the state space. In fact, much of what we discuss is simply about two such operators intertwined by a smooth map, the \projection from the state space to the observations space", and does not involve any stochastic analysis. From the point of view of stochastic processes, our purpose is to present and to study the underlying geometric structure which allows us to perform the ltering in a Markovian framework with the resulting conditional law being that of a Markov process which is time inhomogeneous in general. This geometry is determined by the symbol of the operator on the state space which projects to a symbol on the observation space. The projectible symbol induces a (possibly non-linear and partially de ned) connection which lifts the observation process to the state space and gives a decomposition of the operator on the state space and of the noise. As is standard we can recover the classical ltering theory in which the observations are not usually Markovian by application of the Girsanov- Maruyama-Cameron-Martin Theorem. This structure we have is examined in relation to a number of geometrical topics.

Available Colors
Available Sizes
1 Offer Price Range: $44.99 - $44.99
BEST PRICE

Single Product Purchase

$44.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$44.99 $44.99

$44.99
See Site In stock Visit Store

Similar Products

Computational Engineering

$39.99

Der UN-Sicherheitsrat als Organisierte Anarchie

$59.99

Evolutionary Relationships Among Protozoa

$449.99

A Successful Transformation?

$129.00

Esperanza Rising (Hardcover)

$14.24

Genetic Programming

$54.99

Leitfaden der Mechanik fr Maschinenbauer Mit zahlreichen Beispielen fr den Selbstunterricht

$59.99

Captain Underpants and the Invasion of the Incredibly Naughty Cafeteria Ladies from Outer Space (#3) (Color Edition) (Hardcover)

$7.49

Lokomotivbau und Dampftechnik

$69.99

Neurogenesis in the Adult Brain I

$219.99

Capitalism and Cloves

$39.99

Bernoulli Potential in Superconductors

$39.99

Comprehensive Summer Reading Solution Grade 4 STEM (5 Books)

$910.00

Grundlagen der Insektenpathologie

$64.99

Producers and Scroungers

$54.99

Mobile In-Store Analytics

$74.99

SOFSEM 2018: Theory and Practice of Computer Science

$54.99

Culture, History, and the Reception of Tennessee Williams in China

$89.00

The High Energy Solar Corona: Waves, Eruptions, Particles

$54.99

Enlightenment, Governance, and Reform in Spain and its Empire 1759-1808

$59.99

25 Nobel Preistrger

$59.99

Business Ethics in Progress?

$84.99

Grow on STEAM Board Books

$24.00

Person and Self-Value

$169.99

The American Professor Pundit

$109.00

Advanced Bioactive Compounds Countering the Effects of Radiological, Chemical and Biological Agents

$219.99

Die multikulturelle Stadt

$64.99

Risks and Security of Internet and Systems

$64.99

Muskelrelaxanzien

$34.99

Recurrence Quantification Analysis

$129.99

Text, Speech, and Dialogue

$54.99

Mathematische Kompetenzen von Schlerinnen und Schlern in Deutschland

$49.99

T.S. Eliot: The Poet as Christian

$54.99

Obesity and Breast Cancer

$54.99

Computational Methods and Clinical Applications for Spine Imaging

$34.99

Information and Communication Technology for Competitive Strategies (ICTCS 2021)

$189.00

People, Places and Landscapes

$129.00

Climate Change Adaptation Framework and Youth Entrepreneurship in West Africa

$139.99

Avoiding Corporate Breakdowns

$54.99

Food Security and Risk Reduction in Bangladesh

$109.99