Nonlinear filtering and smoothing introduction to martingales, stochastic integrals and estimation.

Bibliografiska uppgifter
Huvudupphovsman:	Krishnan, Venkatarama
Materialtyp:	Bok
Språk:	English
Publicerad:	New York Wiley c1984.
Ämnen:	Martingale (Mathematics). Integrals, Stochastic. Estimation theory.