Mathematics in Science and Engineering - Stochastic Processes and Filtering Theory
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Published By Elsevier

9780123815507

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7 Linear Filtering Theory

Mathematics in Science and Engineering - Stochastic Processes and Filtering Theory ◽

10.1016/s0076-5392(09)60376-3 ◽

1970 ◽

pp. 194-265 ◽

Cited By ~ 3

Keyword(s):

Linear Filtering ◽

Filtering Theory

2 Probability Theory and Random Variables

Mathematics in Science and Engineering - Stochastic Processes and Filtering Theory ◽

10.1016/s0076-5392(09)60371-4 ◽

1970 ◽

pp. 8-46

Keyword(s):

Probability Theory ◽

Random Variables

3 Stochastic Processes

Mathematics in Science and Engineering - Stochastic Processes and Filtering Theory ◽

10.1016/s0076-5392(09)60372-6 ◽

1970 ◽

pp. 47-92 ◽

Cited By ~ 2

Keyword(s):

Stochastic Processes

Edited by

Mathematics in Science and Engineering - Stochastic Processes and Filtering Theory ◽

10.1016/s0076-5392(09)60365-9 ◽

1970 ◽

pp. iii

Subject Index

Mathematics in Science and Engineering - Stochastic Processes and Filtering Theory ◽

10.1016/s0076-5392(09)60380-5 ◽

1970 ◽

pp. 371-376

4 Stochastic Differential Equations

Mathematics in Science and Engineering - Stochastic Processes and Filtering Theory ◽

10.1016/s0076-5392(09)60373-8 ◽

1970 ◽

pp. 93-141 ◽

Cited By ~ 54

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

1 Introduction

Mathematics in Science and Engineering - Stochastic Processes and Filtering Theory ◽

10.1016/s0076-5392(09)60370-2 ◽

1970 ◽

pp. 1-7 ◽

Cited By ~ 1

8 Applications of Linear Theory

Mathematics in Science and Engineering - Stochastic Processes and Filtering Theory ◽

10.1016/s0076-5392(09)60377-5 ◽

1970 ◽

pp. 266-331 ◽

Cited By ~ 1

Keyword(s):

Linear Theory

Acknowledgments

Mathematics in Science and Engineering - Stochastic Processes and Filtering Theory ◽

10.1016/s0076-5392(09)60369-6 ◽

1970 ◽

pp. ix

Dedication

Mathematics in Science and Engineering - Stochastic Processes and Filtering Theory ◽

10.1016/s0076-5392(09)60367-2 ◽

1970 ◽

pp. v