Optimal Filtering: Volume I: Filtering of Stochastic Processes

by V.N. Fomin

Preface. 1. Introduction to Estimation and Filtering Theory. 2. Optimal Filtering of Stochastic Processes in the Context of the Wiener-Kolmogorov Theory. 3. Abstract Optimal Filtering Theory. 4. Nonlinear Filtering of Time Series. References. Notation. Index.

396 pages, Paperback

First published November 30, 1998