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Stochastic processes and filtering theory

This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory...

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Detalles Bibliográficos
Autor principal: Jazwinski, Andrew H
Lenguaje:eng
Publicado: Academic Press 1970
Materias:
Acceso en línea:http://cds.cern.ch/record/105779