Xiong, Jie.

An introduction to stochastic filtering theory / Jie Xiong. - Oxford ; New York : Oxford University Press, 2008. - 270 p.

HKBU library

YT2025 M08

9780199219704 0199219702


Stochastic processes.
Filters (Mathematics)
Prediction theory.

QA274 / X56 I 2008