Nonlinear filtering and smoothing : an introduction to martingales, stochastic integrals, and estimation /

Bibliographic Details

Main Author:	Krishnan, Venkatarama, 1929-
Format:	Book
Language:	English
Published:	New York : Wiley, [1984]
Subjects:	Martingales (Mathematics) Estimation theory. Stochastic integrals.