Nonlinear filtering and smoothing
Subtitle: an introduction to martingales, stochastic integrals and estimation
By: Venkatarama Krishnan.
Publisher: Wiley; John Wiley & Sons Inc
Published: 1984
Place of publication: New York; Chichester
Language: eng
Number of pages: 314
Subjects: Probability; Martingales (Mathematics); Stochastic integrals.; Stochastic Processes; Optimal Nonlinear Filtering; Optimal Smoothing
Notes: Includes index.