Stochastic filtering theory
By: Gopinath Kallianpur.
Series: Applications of mathematics ; 13
Publisher: Springer-Verlag
Published: 1980
Place of publication: New York
Language: eng
Number of pages: 316
Subjects: Stochastic processes.; Filters (Mathematics); Prediction theory.
Notes: Bibliography: p. 305-309.
"Based on a seminar given at the University of California at Los Angeles in the spring of 1975."
Includes indexes.