An introduction to stochastic filtering theory
By: Jie Xiong.
Series: Oxford graduate texts in mathematics -- 18
Publisher: Oxford University Press
Published: 2008
Place of publication: Oxford; New York
Language: eng
Number of pages: 270
ISBN-13: 9780199219704
Subjects: Stochastic processes; Filters (Mathematics); Prediction theory
Notes: Includes bibliographical references (p. [255]-265) and index.