Andrew H. Jazwinski

Stochastic processes and filtering theory - New York: Dover Publication, [c1970] - 376 p

1 Introduction
2 Probability Theory and Random Variables
3 Stochastic Processes
4 Stochastic Differential Equations
5 Introduction to Filtering Theory
6 Nonlinear Filtering Theory
7 Linear Filtering Theory
8 Applications of Linear Theory
9 Approximate Nonlinear Filters


9780486462745


Mathematics

QA276.8