Introduction to Stochastic Filtering Theory, An Stanley and building a durable tech

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Introduction to Stochastic Filtering Theory, An Stanley and building a durable techStochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target tracking, and mathematical finance. As a topic, Stochastic Filtering Theory has progressed rapidly in recent years. For example, the (branching) particle system representation of the optimal filter has been extensively studied to seek more effective numerical approximations of the optimal