White noise theory of prediction, filtering, and smoothing
By: by G. Kallianpur and R.L. Karandikar.
Contributors: Karandikar, R. L. 1956-
Series: Stochastics monographs,; v. 3
Publisher: Gordon and Breach Science Publishers
Published: 1988
Place of publication: New York
Language: eng
Number of pages: 599
Subjects: Gaussian processes; Kalman filtering; Prediction theory
Notes: Bibliography: p. 589-594.
Includes index.