Ruymgaart, Peter Arnold, 1925-

Mathematics of Kalman-Bucy filtering / P. A. Ruymgaart and T. So ong - Berlin : Springer Verlag, 1985 - x, 170 p. : ill. ; 24 cm. - Springer series in information sciences ; v. 14 .

Includes bibliographical references (p. 167-168)


Kalman filtering
Probabilities
Calculus
Hilbert space

519.2