Filtering and prediction : a primer /
Fristedt, Bert,1937-
Jain, N.(Naresh),1937-
Krylov, N. V.(Nikolaĭ Vladimirovich)
Providence, R.I. : American Mathematical Society,
c2007.
Includes bibliographical references (p. 247) and index.
Markov processes.
Filters (Mathematics)
Prediction theory.