{"product_id":"9780387967776","title":"Applied Mathematical Sciences","description":"\u003ch1\u003eApplied Mathematical Sciences\u003c\/h1\u003e \u003ch2\u003eCatlin, Donald E.\u003c\/h2\u003e \u003cp\u003eIn 1960, R. E. Kalman published his celebrated paper on recursive min­ imum variance estimation in dynamical systems [14]. This paper, which introduced an algorithm that has since been known as the discrete Kalman filter, produced a virtual revolution in the field of systems engineering. Today, Kalman filters are used in such diverse areas as navigation, guid­ ance, oil drilling, water and air quality, and geodetic surveys. In addition, Kalman's work led to a multitude of books and papers on minimum vari­ ance estimation in dynamical systems, including one by Kalman and Bucy on continuous time systems [15]. Most of this work was done outside of the mathematics and statistics communities and, in the spirit of true academic parochialism, was, with a few notable exceptions, ignored by them. This text is my effort toward closing that chasm. For mathematics students, the Kalman filtering theorem is a beautiful illustration of functional analysis in action; Hilbert spaces being used to solve an extremely important problem in applied mathematics. For statistics students, the Kalman filter is a vivid example of Bayesian statistics in action. The present text grew out of a series of graduate courses given by me in the past decade. Most of these courses were given at the University of Mas­ sachusetts at Amherst.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 1988-11-09\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9780387967776\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-1-4612-4528-5\u003c\/p\u003e \u003cp\u003eDimensions: 234cm x156cm\u003c\/p\u003e \u003cp\u003ePages: 276\u003c\/p\u003e ","brand":"Springer New York","offers":[{"title":"Default Title","offer_id":45379002302604,"sku":"9780387967776","price":152.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780387967776.jpg?v=1775729624","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9780387967776","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}