Xiong, Jie.

An introduction to stochastic filtering theory [electronic resource] / Jie Xiong. - Oxford ; New York : Oxford University Press, 2008. - xiii, 270 p. - Oxford graduate texts in mathematics ; 18 . - Oxford graduate texts in mathematics ; 18. .

Includes bibliographical references (p. [255]-265) and index.


Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.






Stochastic processes.
Filters (Mathematics)
Prediction theory.


Electronic books.

QA274 / .X56 2008

519.2/3