Statistics of Random Processes II. Applications

by R.S. Liptser

VERY GOOD FIRST EDITION First Printing hardcover, clean "AS NEW" text except for previous owner's name on endpaper; solid binding, no remainders, NOT ex-library, slight shelfwear; WE SHIP FAST. 201307181 Conditionally Gaussian processes. Optimal nonlinear interpolation and extrapolation of components of conditionally Gaussian processes. Conditionally Gaussian filtering and related problems. Application of filtering equations to problems of statistics of random sequences. Linear estimation of random processes. More. We recommend Priority Mail where/when available -- $3.99 Standard / Media Mail can take up to 15 business days.

Hardcover

Published January 1, 1978