£72.66

Springer Optimal Filtering: Volume I: Filtering of Stochastic Processes: 457 (Mathematics and Its Applications, 457)

Price data last checked 54 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

It has never been this cheap. We have no record of a lower price.

£73 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 37 days • 37 data points (No recent data available)

Historical
Generating forecast...
£84.99 £71.43 £74.39 £77.35 £80.30 £83.26 £86.22 11 March 2026 20 March 2026 29 March 2026 07 April 2026 16 April 2026

Price Distribution

Price distribution over 37 days • 3 price levels

Days at Price
Current Price
1 day · current 18 days 18 days 0 5 9 14 18 £73 £83 £85 Days at Price

Price Analysis

Most common price: £83 (18 days, 48.6%)

Price range: £73 - £85

Price levels: 3 different prices over 37 days

Description

This book is devoted to an investigation of some important problems of mod ern filtering theory concerned with systems of 'any nature being able to per ceive, store and process an information and apply it for control and regulation'. (The above quotation is taken from the preface to [27]). Despite the fact that filtering theory is l'argely worked out (and its major issues such as the Wiener-Kolmogorov theory of optimal filtering of stationary processes and Kalman-Bucy recursive filtering theory have become classical) a development of the theory is far from complete. A great deal of recent activity in this area is observed, researchers are trying consistently to generalize famous results, extend them to more broad classes of processes, realize and justify more simple procedures for processing measurement data in order to obtain more efficient filtering algorithms. As to nonlinear filter ing, it remains much as fragmentary. Here much progress has been made by R. L. Stratonovich and his successors in the area of filtering of Markov processes. In this volume an effort is made to advance in certain of these issues. The monograph has evolved over many years, coming of age by stages. First it was an impressive job of gathering together the bulk of the impor tant contributions to estimation theory, an understanding and moderniza tion of some of its results and methods, with the intention of applying them to recursive filtering problems.

Key Features

Used Book in Good Condition

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
30 November 1998
Listed Since
15 December 2006

Barcode

No barcode data available

Similar Products You Might Like

Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition: 26 (Automation and Control Engineering)
96% match

Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition: 26 (Automation and Control Engineering)

CRC Press

£123.83 08 Jan 2026
Filtering and Control of Stochastic Jump Hybrid Systems: 58 (Studies in Systems, Decision and Control, 58)
96% match

Filtering and Control of Stochastic Jump Hybrid Systems: 58 (Studies in Systems, Decision and Control, 58)

Springer

£71.08 08 Mar 2026
Filtering and Control of Stochastic Jump Hybrid Systems: 58 (Studies in Systems, Decision and Control)
96% match

Filtering and Control of Stochastic Jump Hybrid Systems: 58 (Studies in Systems, Decision and Control)

Springer

£75.01 08 Mar 2026
Stochastic Modelling and Control (Monographs on Statistics and Applied Probability)
96% match

Stochastic Modelling and Control (Monographs on Statistics and Applied Probability)

Springer

£40.84 07 Mar 2026
Smoothing, Filtering and Prediction - Estimating The Past, Present and Future
96% match

Smoothing, Filtering and Prediction - Estimating The Past, Present and Future

IntechOpen

£101.00 08 Mar 2026
Stochastic Systems: The Mathematics of Filtering and Identification and Applications: Proceedings of the NATO Advanced Study Institute held at Les ... July 5, 1980: 78 (Nato Science Series C:, 78)
96% match

Stochastic Systems: The Mathematics of Filtering and Identification and Applications: Proceedings of the NATO Advanced Study Institute held at Les ... July 5, 1980: 78 (Nato Science Series C:, 78)

Springer

£243.87 09 Feb 2026
Stochastic Systems: The Mathematics of Filtering and Identification and Applications: Proceedings of the NATO Advanced Study Institute held at Les ... July 5, 1980: 78 (Nato Science Series C:, 78)
96% match

Stochastic Systems: The Mathematics of Filtering and Identification and Applications: Proceedings of the NATO Advanced Study Institute held at Les ... July 5, 1980: 78 (Nato Science Series C:, 78)

Springer

£218.77 09 Dec 2025
Adaptive Filtering: Algorithms and Practical Implementation
96% match

Adaptive Filtering: Algorithms and Practical Implementation

Springer

£59.27 06 Mar 2026
Stochastic Processes, Estimation, and Control (Advances in Design and Control)
96% match

Stochastic Processes, Estimation, and Control (Advances in Design and Control)

£39.99 06 Jan 2026
A Kalman Filter Primer (Statistics, Textbooks and Monographs)
96% match

A Kalman Filter Primer (Statistics, Textbooks and Monographs)

CRC Press

£62.59 03 Mar 2026
Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and Identification: 1 (Series in Contemporary Mathematics, 1)
96% match

Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and Identification: 1 (Series in Contemporary Mathematics, 1)

Springer

£121.89 10 Apr 2026
Estimation, Control, and the Discrete Kalman Filter: 71 (Applied Mathematical Sciences, 71)
96% match

Estimation, Control, and the Discrete Kalman Filter: 71 (Applied Mathematical Sciences, 71)

Springer

£109.66 11 Jan 2026
Advanced Kalman Filtering, Least-Squares and Modeling: A Practical Handbook
96% match

Advanced Kalman Filtering, Least-Squares and Modeling: A Practical Handbook

Wiley

£129.49 25 Jan 2026
Fundamentals of Stochastic Filtering: 60 (Stochastic Modelling and Applied Probability, 60)
96% match

Fundamentals of Stochastic Filtering: 60 (Stochastic Modelling and Applied Probability, 60)

Springer

£82.52 13 Jan 2026
Springer An Introduction to Sequential Monte Carlo - Particle Filters
95% match

Springer An Introduction to Sequential Monte Carlo - Particle Filters

£19.50 29 Jan 2026
Stationary Processes and Discrete Parameter Markov Processes: 293 (Graduate Texts in Mathematics, 293)
95% match

Stationary Processes and Discrete Parameter Markov Processes: 293 (Graduate Texts in Mathematics, 293)

Springer

£36.55 14 Feb 2026
Kalman Filtering: Theory and Practice with MATLAB (IEEE Press)
95% match

Kalman Filtering: Theory and Practice with MATLAB (IEEE Press)

Wiley-IEEE Press

£95.89 13 Jan 2026
Introduction to Optimal Estimation (Advanced Textbooks in Control and Signal Processing)
95% match

Introduction to Optimal Estimation (Advanced Textbooks in Control and Signal Processing)

Springer

£40.29 29 Jan 2026
Kalman Filtering: with Real-Time Applications
95% match

Kalman Filtering: with Real-Time Applications

Springer

£41.16 11 Jan 2026
RLS WIENER SMOOTHER FROM RANDOMLY DELAYE (Mathematics Research Developments)
95% match

RLS WIENER SMOOTHER FROM RANDOMLY DELAYE (Mathematics Research Developments)

£39.04 15 Feb 2026
Modelling Stochastic Uncertainties: From Monte Carlo Simulations to Game Theory (De Gruyter Textbook)
95% match

Modelling Stochastic Uncertainties: From Monte Carlo Simulations to Game Theory (De Gruyter Textbook)

£60.70 07 Jan 2026
Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches
95% match

Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches

Wiley

£81.31 09 Dec 2025
Introduction to Time Series Modeling with Applications in R (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
95% match

Introduction to Time Series Modeling with Applications in R (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

CRC Press

£97.00 09 Apr 2026
Bayesian Filtering and Smoothing (Institute of Mathematical Statistics Textbooks, Series Number 3)
95% match

Bayesian Filtering and Smoothing (Institute of Mathematical Statistics Textbooks, Series Number 3)

Cambridge University Press

£80.75 26 Feb 2026