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 Andrew H. Jazwinski  


  
Stochastic Processes and Filtering Theory
Andrew H. Jazwinski

Dover Publications, 2007

This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, it discusses numerous practical ...
  
  











  



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