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

Manylion Llyfryddiaeth
Prif Awdur:	Krishnan, Venkatarama
Fformat:	Llyfr
Iaith:	English
Cyhoeddwyd:	New York Wiley c1984.
Pynciau:	Martingale (Mathematics). Integrals, Stochastic. Estimation theory.