Mathematics of Kalman-Bucy filtering
By: P.A. Ruymgaart, T.T. Soong.
Contributors: Soong, T. T.
Series: Springer series in information sciences ;; 14
Publisher: Springer-Verlag
Published: 1985
Place of publication: Berlin; New York
Language: eng
Number of pages: 170
Subjects: Kalman filtering.; Probabilities.; Calculus.; Hilbert space.
Notes: Includes bibliographies and index.