White noise theory of prediction, filtering and smoothing

Kallianpur, G.

White noise theory of prediction, filtering and smoothing G. Kallianpur and R. L. Karandikar - New York : Gordon and Breach Science, 1988. - xiii, 599 p.

2881246850 = Mathematics Collection


Gaussian processes.
Mathematics.
Kalman filtering.
Prediction theory.

519.2 K126W



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