Filtering and prediction is about observing moving objects when the observations are corrupted by random errors. The main focus is then on filtering out the err

System state estimation in the presence of noise is critical for control systems, signal processing, and many other applications in a variety of fields. Develop

This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. T

This book highlights a broad range of modern information technology tools, techniques, investigations and open challenges, mainly with applications in systems r