Measure theory and filtering : introduction and applications /

Bibliographic Details

Main Author:	Aggoun, Lakhdar
Other Authors:	Elliott, Robert J. (Robert James), 1940-
Format:	Book
Language:	English
Published:	Cambridge ; New York : Cambridge University Press, 2004.
Series:	Cambridge series on statistical and probabilistic mathematics ; 14.
Subjects:	Measure theory. Kalman filtering.
Online Access:	Table of contents