Read A Martingale Approach to Modeling, Estimation and Detection of Jump Processes

A Martingale Approach to Modeling, Estimation and Detection of Jump Processes

Adrian Segall

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Description:The study contains a systematic approach to problems of modeling, nonlinear estimation and detection of signals in jump-type observations, namely processes whose paths are discontinuous. It is shown that modern martingale theory provides a powerful tool for attacking these problems in a unified and rigorous manner. A general model for describing signals in jump observations is presented. It is shown that a martingale model includes all the previously proposed ones and also covers the difficult case of past-dependent signals that arises in feedback communication and control problems. (Modified author abstract).We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with A Martingale Approach to Modeling, Estimation and Detection of Jump Processes. To get started finding A Martingale Approach to Modeling, Estimation and Detection of Jump Processes, you are right to find our website which has a comprehensive collection of manuals listed.
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Pages: 196

Format: PDF, EPUB & Kindle Edition

Publisher: —

Release: 1973

ISBN: 44cFAAAAIAAJ

Description: The study contains a systematic approach to problems of modeling, nonlinear estimation and detection of signals in jump-type observations, namely processes whose paths are discontinuous. It is shown that modern martingale theory provides a powerful tool for attacking these problems in a unified and rigorous manner. A general model for describing signals in jump observations is presented. It is shown that a martingale model includes all the previously proposed ones and also covers the difficult case of past-dependent signals that arises in feedback communication and control problems. (Modified author abstract).We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with A Martingale Approach to Modeling, Estimation and Detection of Jump Processes. To get started finding A Martingale Approach to Modeling, Estimation and Detection of Jump Processes, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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A Martingale Approach to Modeling, Estimation and Detection of Jump Processes

A Martingale Approach to Modeling, Estimation and Detection of Jump Processes

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