Stochastic Models, Estimation, and Control

by Peter S. Maybeck

From Introduction; Deterministic System Models; Probability Theory and Static Models; Stochastic Processes and Linear Dynamic System Models; Optimal Filtering and Linear System Models; Design and Performance Analysis of Kalman Filters; Square Root Filtering. (Description by http-mart)

423 pages, Hardcover

First published June 1, 1979