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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 -- Stochastic systems and control, Filtering
60G35, Probability theory and stochastic processes -- Stochastic processes, Signal detection and filtering
60H40, Probability theory and stochastic processes -- Stochastic analysis, White noise theory
93-01, Systems theory; control, Instructional exposition (textbooks, tutorial papers, etc.)
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Bibliogr. p. 589-594. Index

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