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Optimal filtering. Reprint of the 1979 original ed. (English) Zbl 1191.93133

Dover Books on Engineering. Mineola, NY: Dover Publications (ISBN 0-486-43938-0/pbk). x, 357 p. (2005).
See the review of the original edition (1979) in Zbl 0688.93058.

MSC:

93E11 Filtering in stochastic control theory
93E12 Identification in stochastic control theory
93-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory
93E15 Stochastic stability in control theory
93E25 Computational methods in stochastic control (MSC2010)

Citations:

Zbl 0688.93058
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