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