Optimal and robust estimation : with an introduction to stochastic control theory - Lewis, Frank L.; Xie, Lihua; Popa, Dan, 1969-; Lewis, Frank L. (Boca Raton : CRC Press, 2008)
Rev. ed. of: Optimal estimation. New York : Wiley, 1986
Includes bibliographical references (p. 493-500) and index
Keywords: Stochastic control theory; Mathematical optimization