Optimal filtering. Volume I, Filtering of Stochastic Processes /

This book considers methods of optimal signal processing. The generalised filtering theory presented includes both highly developed, now classical branches like the Wiener-Kolmogorov and Kalman-Bucy theories, as well as relatively new branches such as semidegenerate processes and minimax filtering....

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Bibliographic Details

Main Author:	Fomin, Vladimir
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Dordrecht : Springer Netherlands : Imprint : Springer, 1999.
Series:	Mathematics and its applications (Springer Science+Business Media) ; v.457.
Subjects:	Mathematical optimization. Stochastic processes. Mathematics. Operator theory. System theory. Engineering design. Electronic books.
Online Access:	Connect to the full text of this electronic book