Stochastic Processes and Filtering Theory.

This book presents a unified treatment of linear and nonlinear filtering theory for engineers, with sufficient emphasis on applications to enable the reader to use the theory. The need for this book is twofold. First, although linear estimation theory is relatively well known, it is largely scattere...

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Bibliographic Details
Main Author: Jazwinski, Andrew H.
Format: eBook
Published: Burlington : Elsevier Science, 1970.
Series:Mathematics in science and engineering.
Online Access:CONNECT