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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.
Description
Item Description:"A Wiley-Interscience publication."
Includes index.
Physical Description:xiii, 314 pages ; 25 cm.
Bibliography:Bibliography: pages 307-310.
ISBN:0471898406