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Nonlinear filtering and smoothing : an introduction to martingales, stochastic integrals, and estimation / Venkatarama Krishnan.

By: Krishnan, Venkatarama, 1929-.
Material type: materialTypeLabelBookPublisher: New York : Wiley, c1984Description: xiii, 314 p. ; 24 cm.ISBN: 0471898406.Subject(s): Martingales (Mathematics) | Stochastic integrals | Estimation theoryDDC classification: 519.236
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"A Wiley-Interscience publication."

Includes bibliographical references and index.

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Khulna University of Engineering & Technology

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