Kallianpur, G.

Stochastic filtering theory/ Gopinath Kallianpur. - New York: Springer-Verlag, 1980. - 316 pages ; 24cm. - Applications of mathematics ; volume 13 .

'Based on a seminar given at the University of California at Los Angeles in the spring of 1975.' Includes index

038790445x


Stochastic processes.
Filters (Mathematics).
Prediction theory.