White noise theory of prediction, filtering and smoothing / by G. Kallianpur and R. L. Karandikar

Auteur principal : Kallianpur, Gopinath, 1925-2015, AuteurCo-auteur : Karandikar, Rajeeva L., 1956-, AuteurType de document : MonographieCollection : Stochastic monographs, 3Langue : anglais.Pays: Etats Unis.Éditeur : New York : Gordon and Breach, 1988Description : 599 p. ; 24 cmISBN: 2881246850.ISSN: 0275-5785.Bibliographie : Bibliogr. p. 589-594. Index.Sujet MSC : 93E11, Systems theory; control, Filtering in stochastic control theory
60G35, Probability theory and stochastic processes, Signal detection and filtering (aspects of stochastic processes)
60H40, Probability theory and stochastic processes - Stochastic analysis, White noise theory
93-01, Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory
Item type: Monographie
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Bibliogr. p. 589-594. Index

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