{"product_id":"the-oxford-handbook-of-nonlinear-filtering","title":"The Oxford Handbook of Nonlinear Filtering","description":"\u003cp\u003eIn many areas of human endeavour, the systems involved are not available for direct measurement. Instead, by combining mathematical models for a system's evolution with partial observations of its evolving state, we can make reasonable inferences about it. The increasing complexity of the modern world makes this analysis and synthesis of high-volume data an essential feature in many real-world problems. The celebrated Kalman-Bucy filter,\n\u003cbr\u003edesigned for linear dynamical systems with linearly structured measurements, is the most famous Bayesian filter. Its generalizations to nonlinear systems and\/or observations are collectively referred to as\n\u003cbr\u003enonlinear filtering (NLF), an extension of the Bayesian framework to the estimation, prediction, and interpolation of nonlinear stochastic dynamics. NLF uses a stochastic model to make inferences about an evolving system and is a theoretically optimal algorithm.The breadth of its applications, firmly established and still emerging, is simply astounding. Early uses such as cryptography, tracking, and guidance were mostly of a military nature. Since then, the scope has\n\u003cbr\u003eexploded. It includes the study of global climate, estimating the state of the economy, identifying tumours using non-invasive methods, and much more.The Oxford Handbook of Nonlinear\n\u003cbr\u003eFiltering is the first comprehensive written resource for the subject. It contains classical and recent results and applications, with contributions from 58 authors. Collated into 10 parts, it covers the foundations of nonlinear filtering, connections to stochastic partial differential equations, stability and asymptotic analysis, estimation and control, approximation theory and numerical methods for solving the nonlinear filtering problem (including particle methods). It also contains a part\n\u003cbr\u003ededicated to the application of nonlinear filtering to several problems in mathematical finance.\u003c\/p\u003e","brand":"Oxford University Press","offers":[{"title":"Default Title","offer_id":46058845176046,"sku":"9780199532902","price":329.12,"currency_code":"AUD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0630\/9612\/7726\/files\/9780199532902.jpg?v=1736484807","url":"https:\/\/bookland.com.au\/products\/the-oxford-handbook-of-nonlinear-filtering","provider":"Book Land AU","version":"1.0","type":"link"}