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

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Author/Creator:
Krishnan, Venkatarama, 1929-
Language:
English.
Publication date:
1984
Imprint:
New York : Wiley, c1984.
Format:
  • Book
  • xiii, 314 p. ; 25 cm.
Note:
"A Wiley-Interscience publication." Includes index.
Bibliography:
Bibliography: p. 307-310.
Subjects:
ISBN:
0471898406
9780471898405

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