Nonlinear filtering and smoothing
Subtitle: An introduction to martingales, stochastic integrals, and estimation
Publisher: Wiley-Interscience
Published: 1984
Place of publication: New York
Language: eng
Number of pages: 314
Subjects: Probability; Martingales (Mathematics); Stochastic Integrals.; Stochastic Processes; Optimal Nonlinear Filtering; Optimal Smoothing
Table of contents: class: section