White noise theory of prediction, filtering, and smoothing

White noise theory of prediction, filtering, and smoothing

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Bibliographic Details
Main Author: Kallianpur, G
Other Authors: Karandikar, Rajeeva L. 1956-
Format: Book
Published: Switzerland Gordon and Breach Science Publishers 1988 (1993 printing)
Series:Stochastics monographs v. 3
Subjects:
Prediction theory
Gaussian processes
Kalman filtering
Online Access:Click Here to View Status and Holdings.
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Description
Item Description:Includes index.
Physical Description:xiii, 599 p. 24 cm
Bibliography:Bibliography: p. 589-594.
ISBN:2881246850
ISSN:0275-5785

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